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math.PR2013
On the Largest Eigenvalue of Products from the β-Laguerre Ensemble
Zachary Gelbaum
We determine the limiting distribution of the largest eigenvalue of products from the -Laguerre ensemble. This limiting distribution is given by a Tracy-Widom law with parameter…
math.PR2012★ 1 cited
Fractional Brownian Fields over Manifolds
Zachary Gelbaum
Extensions of the fractional Brownian fields are constructed over a complete Riemannian manifold. This construction is carried out for the full range of the Hurst parameter $α\in(0…