Folkmar Bornemann

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math.PR2026

Asymptotic Expansions of Gaussian and Laguerre Ensembles at the Soft Edge III: Generating Functions

Folkmar Bornemann

We conclude our work [arXiv:2403.07628, arXiv:2503.12644] on asymptotic expansions at the soft edge for the classical $n$ -dimensional Gaussian and Laguerre ensembles, now studying…

math.PR2025

Asymptotic Expansions of Gaussian and Laguerre Ensembles at the Soft Edge II: Level Densities

Folkmar Bornemann

We continue our work [arXiv:2403.07628] on asymptotic expansions at the soft edge for the classical $n$ -dimensional Gaussian and Laguerre random matrix ensembles. By revisiting the…

math.PR2025

Asymptotic Expansions of the Limit Laws of Gaussian and Laguerre (Wishart) Ensembles at the Soft Edge

Folkmar Bornemann

The large-matrix limit laws of the rescaled largest eigenvalue of the orthogonal, unitary, and symplectic $n$ -dimensional Gaussian ensembles -- and of the corresponding Laguerre en…