Janossy densities for unitary ensembles at the spectral edge
Journal Article (Journal Article)
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. © The Author 2008. Published by Oxford University Press. All rights reserved.
Full Text
Duke Authors
Cited Authors
- Rider, B; Zhou, X
Published Date
- December 1, 2008
Published In
Volume / Issue
- 2008 / 1
Electronic International Standard Serial Number (EISSN)
- 1687-0247
International Standard Serial Number (ISSN)
- 1073-7928
Digital Object Identifier (DOI)
- 10.1093/imrn/rnn037
Citation Source
- Scopus