On the Largest Eigenvalue of Products from the β-Laguerre Ensemble
classification
🧮 math.PR
keywords
betadistributioneigenvalueensemblelargestlimitingproductsbeta-laguerre
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We determine the limiting distribution of the largest eigenvalue of products from the $\beta$-Laguerre ensemble. This limiting distribution is given by a Tracy-Widom law with parameter $\beta_0>0$ depending on the ratio of the parameters of the two matrices involved.
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