Bulk Scaling Limit of the Laguerre Ensemble

Stephanie Jacquot (University of Cambridge)
Benedek Valko (University of Wisconsin Madison)

Abstract


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.

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Pages: 314-346

Publication Date: February 6, 2011

DOI: 10.1214/EJP.v16-854

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