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First Colonization of a Hard-Edge in Random Matrix Theory

Bertola, M.
•
Lee, S. Y.
2010
  • journal article

Periodico
CONSTRUCTIVE APPROXIMATION
Abstract
We describe the spectral statistics of the first finite number of eigenvalues in a newly-forming band on the hard-edge of the spectrum of a random Hermitean matrix model. It is found that in a suitable scaling regime, they are described by the same spectral statistics of a finite-size Laguerre-type matrix model. The method is rigorously based on the Riemann-Hilbert analysis of the corresponding orthogonal polynomials.
DOI
10.1007/s00365-009-9052-4
WOS
WOS:000273589300003
Archivio
http://hdl.handle.net/20.500.11767/11336
info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-76549088250
https://arxiv.org/abs/0804.1111
https://link.springer.com/article/10.1007%2Fs00365-009-9052-4
Diritti
closed access
Soggetti
  • Orthogonal polynomial...

  • Random matrix theory

  • Schlesinger transform...

  • Riemann-Hilbert probl...

  • Settore MAT/07 - Fisi...

Scopus© citazioni
7
Data di acquisizione
Jun 2, 2022
Vedi dettagli
Web of Science© citazioni
7
Data di acquisizione
Mar 26, 2024
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