Approximation of Rectangular Beta-Laguerre Ensembles and Large Deviations

Title
Approximation of Rectangular Beta-Laguerre Ensembles and Large Deviations
Authors
Keywords
Laguerre ensemble, Wigner ensemble, Variation norm , Large deviation, Largest eigenvalue, Smallest eigenvalue, Empirical distribution of eigenvalues, Tracy–Widom distribution, Condition number, Primary 15B52, 60B20, 60F10, Secondary 60F05, 62H10, 62H15
Journal
JOURNAL OF THEORETICAL PROBABILITY
Volume 28, Issue 3, Pages 804-847
Publisher
Springer Nature
Online
2013-10-08
DOI
10.1007/s10959-013-0519-7

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