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Rate of convergence at the hard edge for various P\'olya ensembles of positive definite matrices

Authors :
Forrester, Peter J.
Li, Shi-Hao
Publication Year :
2020

Abstract

The theory of P\'olya ensembles of positive definite random matrices provides structural formulas for the corresponding biorthogonal pair, and correlation kernel, which are well suited to computing the hard edge large $N$ asymptotics. Such an analysis is carried out for products of Laguerre ensembles, the Laguerre Muttalib-Borodin ensemble, and products of Laguerre ensembles and their inverses. The latter includes as a special case the Jacobi unitary ensemble. In each case the hard edge scaled kernel permits an expansion in powers of $1/N$, with the leading term given in a structured form involving the hard edge scaling of the biorthogonal pair. The Laguerre and Jacobi ensembles have the special feature that their hard edge scaled kernel -- the Bessel kernel -- is symmetric and this leads to there being a choice of hard edge scaling variables for which the rate of convergence of the correlation functions is $O(1/N^2)$.<br />Comment: 21 pages

Subjects

Subjects :
Mathematical Physics

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2008.01319
Document Type :
Working Paper