Bulk scaling limit of the Laguerre ensemble. (English) Zbl 1225.60015
Summary: 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.
MSC:
60B20 | Random matrices (probabilistic aspects) |
60G55 | Point processes (e.g., Poisson, Cox, Hawkes processes) |
60H10 | Stochastic ordinary differential equations (aspects of stochastic analysis) |