Distribution Functions for Random Variables for Ensembles of Positive Hermitian Matrices
نویسندگان
چکیده
منابع مشابه
Distribution Functions for Random Variables for Ensembles of Positive Hermitian Matrices
Distribution functions for random variables that depend on a parameter are computed asymptotically for ensembles of positive Hermitian matrices. The inverse Fourier transform of the distribution is shown to be a Fredholm determinant of a certain operator that is an analogue of a Wiener-Hopf operator. The asymptotic formula shows that up to the terms of order o(1), the distributions are Gaussian.
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ژورنال
عنوان ژورنال: Communications in Mathematical Physics
سال: 1997
ISSN: 0010-3616,1432-0916
DOI: 10.1007/s002200050167