Matrix Kernels for the Gaussian Orthogonal and Symplectic Ensembles
classification
🧮 math-ph
math.MPmath.PR
keywords
convergenceensemblesgaussiankernelsmatrixorthogonalsymplecticassure
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We derive the limiting matrix kernels for the the Gaussian Orthogonal and Symplectic ensembles scaled at the edge, with proofs of convergence in the operator norms that assure convergence of the determinants.
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