The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off

References

  1. Chen, Y., Manning, S.M. Asymptotic level spacing of the Laguerre ensemble: a coulomb fluid approach. J. Phys. A: Math. Gen. 27 (1994) 3615-3620. 1282574
  2. Deift, P., Krasovsky, I., Vasilevska, J. (2011) Asymptotics for a determinant with a confluent hypergeometric kernel. Int. Math. Res. Not. 2011 (2011), 2117-2160. 2806560
  3. Dumitriu, I., Edelman, A. Matrix models for beta ensembles. J. Math. Phys. 43 (2002), 5830-5847. 1936554
  4. Edelman, A. Eigenvalues and condition numbers of random matrices. SIAM J. Matrix Anal. Appl. 9 (1988), 543-560. 0964668
  5. Edelman, A., Sutton, B. From random matrices to stochastic operators. J. Stat. Phys. 127 (2007), 1121-1165. 2331033
  6. Ehrhardt, T. The asymptotics of a Bessel-kernel determinant which arises in Random Matrix Theory. Adv. Math. 225 (2010) 3088-3133. 2729003
  7. Forrester, P.J. Exact results and universal asymptotics in the Laguerre random matrix ensemble. J. Math. Phys. 35 (1994) 2539-2551. 1271945
  8. Itô, K., McKean, H.P. Diffusion processes and their sample paths. Second printing. Die Grundlehren der mathematischen Wissenschaften, Band 125. Springer-Verlag, Berlin-New York, 1974. 0345224
  9. Karatzas, I., Shreve, S.E. Brownian Motion and Stochastic Calculus. Second edition. Graduate Texts in Mathematics, 113. Springer-Verlag New York, 1991. 1121940
  10. Ramírez, J., Rider, B. Diffusion at the random matrix hard edge. Comm. Math. Phys. 288 (2009), 887-906. (Erratum: CMP 307 (2011), 561-563.) 2504858
  11. Rudelson, M., Vershynin, R. Non-asymptotic theory of random matrices: extreme singular values. Proceedings of the International Congress of Mathematician, 2010. Hyderabad, India.
  12. Tao, T., Vu, V. Random matrices: The distribution of the smallest singular values. GAFA 20 (2010), 260-297. 2647142
  13. Tracy, C., Widom, H. Level spacing distributions and the Bessel kernel. Comm. Math. Phys. 161 (1994), 289-309. 1266485
  14. Valkó, B., Virág, B. Large gaps between random eigenvalues. Ann. Probab. 38 (2010), 1263-1279. 2674999


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.