Edge density expansions for the classical Gaussian and Laguerre ensembles

TL;DR

This paper explores asymptotic expansions of eigenvalue distributions in Gaussian and Laguerre random matrix ensembles, revealing integrable structures and correction terms through differential equations.

Contribution

It provides a new differential equation-based approach to analyze edge density expansions and extends results to Laguerre hard edge and higher Dyson indices.

Findings

Differential equations isolate expansion variables and correction terms.

Explicit second-order correction for Laguerre unitary ensemble.

Demonstrates integrable features in broader classical β ensembles.

Abstract

Recent work of Bornemann has uncovered hitherto hidden integrable structures relating to the asymptotic expansion of quantities at the soft edge of Gaussian and Laguerre random matrix ensembles. These quantities are spacing distributions and the eigenvalue density, and the findings cover the cases of the three symmetry classes orthogonal, unitary and symplectic. In this work we give a different viewpoint on these results in the case of the soft edge scaled density, and in the Laguerre case we initiate an analogous study at the hard edge. Our tool is the scalar differential equation satisfied by the latter, known from earlier work. Unlike integral representations, these differential equations in soft edge scaling variables isolate the function of $N$ which is the expansion variable. Moreover, they give information on the correction terms which supplements the findings from the work of Bornemann. In the case of the Gaussian ensemble, we can demonstrate analogous features for Dyson index $\beta = 6$, which suggests a broader class of models, namely the classical $\beta$ ensembles, with asymptotic expansions exhibiting integrable features. For the Laguerre ensembles at the hard edge, we give the explicit form of the correction at second order for unitary symmetry, and at first order in the orthogonal and symplectic cases. Various differential relations are demonstrated.