Limit theorems and soft edge of freezing random matrix models via dual orthogonal polynomials
Author:
Affiliation:
1. Department of Physics, Graduate School of Science, The University of Tokyo, Hongo 7-3-1, Bunkyo-Ku, Tokyo 113-0033, Japan
2. Fakultät Mathematik, Technische Universität Dortmund, Vogelpothsweg 87, D-44221 Dortmund, Germany
Funder
Japan Society for the Promotion of Science
Deutsche Forschungsgemeinschaft
Publisher
AIP Publishing
Subject
Mathematical Physics,Statistical and Nonlinear Physics
Link
https://aip.scitation.org/doi/pdf/10.1063/5.0028706
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1. A Brownian‐Motion Model for the Eigenvalues of a Random Matrix
2. Wishart processes
3. Eigenvalues of the Laguerre Process as Non-Colliding Squared Bessel Processes
4. Log-Gases and Random Matrices (LMS-34)
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