Bulk scaling limit of the Laguerre ensemble
St\'ephanie Jacquot, Benedek Valk\'o

TL;DR
This paper proves that the bulk scaling limit of the beta-Laguerre ensemble exists for all positive beta and matches that of the beta-Hermite ensemble, extending understanding of eigenvalue distributions in random matrix theory.
Contribution
It establishes the existence and universality of the bulk scaling limit for the beta-Laguerre ensemble across all positive beta, linking it to the beta-Hermite ensemble.
Findings
Bulk scaling limit exists for all beta>0
Limit matches that of beta-Hermite ensemble
Extends universality in eigenvalue distributions
Abstract
We consider the beta-Laguerre ensemble, a family of distributions generalizing the joint eigenvalue distribution of the Wishart random matrices. We show that the bulk scaling limit of these ensembles exists for all beta>0 for a general family of parameters and it is the same as the bulk scaling limit of the corresponding beta-Hermite ensemble.
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Taxonomy
TopicsRandom Matrices and Applications · Statistical Methods and Bayesian Inference · Bayesian Methods and Mixture Models
