Janossy densities for Unitary ensembles at the spectral edge
| dc.creator | Rider, Brian | |
| dc.creator | Zhou, Xin | |
| dc.date | 2007-06-06 | |
| dc.date | 2008-04-08 | |
| dc.date.accessioned | 2026-07-07T09:30:36Z | |
| dc.date.available | 2026-07-07T09:30:36Z | |
| dc.description | For a broad class of unitary ensembles of random matrices we demonstrate the universal nature of the Janossy densities of eigenvalues near the spectral edge, providing a different formulation of the probability distributions of the limiting second, third, etc. largest eigenvalues of the ensembles in question. The approach is based on a representation of the Janossy densities in terms of a system of orthogonal polynomials, plus the steepest descent method of Deift and Zhou for the asymptotic analysis of the associated Riemann-Hilbert problem. | |
| dc.description | 6 figures, corrected typos, one erroneous corollary eliminated | |
| dc.identifier | https://arxiv.org/abs/0706.0921 | |
| dc.identifier | http://arxiv.org/abs/0706.0921 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/158169 | |
| dc.subject | Probability | |
| dc.subject | Mathematical Physics | |
| dc.title | Janossy densities for Unitary ensembles at the spectral edge | |
| dc.type | text |