{"title":"β - laguerre系综极端特征值的中等偏差","authors":"Lei Chen, Shaochen Wang","doi":"10.1142/S2010326320500033","DOIUrl":null,"url":null,"abstract":"Let [Formula: see text] be respectively the largest and smallest eigenvalues of beta-Laguerre ensembles with parameters [Formula: see text]. For fixed [Formula: see text], under the condition that [Formula: see text] is much larger than [Formula: see text], we obtain the full moderate deviation principles for [Formula: see text] and [Formula: see text] by using the asymptotic expansion technique. Interestingly, under this regime, our results show that asymptotically the exponential tails of the extreme eigenvalues are Gaussian-type distribution tail rather than the Tracy–Widom-type distribution tail.","PeriodicalId":54329,"journal":{"name":"Random Matrices-Theory and Applications","volume":"24 1","pages":""},"PeriodicalIF":0.9000,"publicationDate":"2020-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Moderate deviations for extreme eigenvalues of beta-Laguerre ensembles\",\"authors\":\"Lei Chen, Shaochen Wang\",\"doi\":\"10.1142/S2010326320500033\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Let [Formula: see text] be respectively the largest and smallest eigenvalues of beta-Laguerre ensembles with parameters [Formula: see text]. For fixed [Formula: see text], under the condition that [Formula: see text] is much larger than [Formula: see text], we obtain the full moderate deviation principles for [Formula: see text] and [Formula: see text] by using the asymptotic expansion technique. Interestingly, under this regime, our results show that asymptotically the exponential tails of the extreme eigenvalues are Gaussian-type distribution tail rather than the Tracy–Widom-type distribution tail.\",\"PeriodicalId\":54329,\"journal\":{\"name\":\"Random Matrices-Theory and Applications\",\"volume\":\"24 1\",\"pages\":\"\"},\"PeriodicalIF\":0.9000,\"publicationDate\":\"2020-04-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Random Matrices-Theory and Applications\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1142/S2010326320500033\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"PHYSICS, MATHEMATICAL\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Random Matrices-Theory and Applications","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1142/S2010326320500033","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"PHYSICS, MATHEMATICAL","Score":null,"Total":0}
Moderate deviations for extreme eigenvalues of beta-Laguerre ensembles
Let [Formula: see text] be respectively the largest and smallest eigenvalues of beta-Laguerre ensembles with parameters [Formula: see text]. For fixed [Formula: see text], under the condition that [Formula: see text] is much larger than [Formula: see text], we obtain the full moderate deviation principles for [Formula: see text] and [Formula: see text] by using the asymptotic expansion technique. Interestingly, under this regime, our results show that asymptotically the exponential tails of the extreme eigenvalues are Gaussian-type distribution tail rather than the Tracy–Widom-type distribution tail.
期刊介绍:
Random Matrix Theory (RMT) has a long and rich history and has, especially in recent years, shown to have important applications in many diverse areas of mathematics, science, and engineering. The scope of RMT and its applications include the areas of classical analysis, probability theory, statistical analysis of big data, as well as connections to graph theory, number theory, representation theory, and many areas of mathematical physics.
Applications of Random Matrix Theory continue to present themselves and new applications are welcome in this journal. Some examples are orthogonal polynomial theory, free probability, integrable systems, growth models, wireless communications, signal processing, numerical computing, complex networks, economics, statistical mechanics, and quantum theory.
Special issues devoted to single topic of current interest will also be considered and published in this journal.