Convergence of the eigenvalue density for beta-Laguerre ensembles on short scales
classification
🧮 math.PR
keywords
beta-laguerreconvergencedensityprovescalesshortbeta-ensemblesclose
read the original abstract
In this note, we prove that the normalized trace of the resolvent of the beta-Laguerre ensemble eigenvalues is close to the Stieltjes transform of the Marchenko-Pastur (MP) distribution with very high probability, for values of the imaginary part greater than m^{-1+\epsilon}. As an immediate corollary, we obtain convergence of the one-point density to the MP law on short scales. The proof serves to illustrate some simplifications of the method introduced in our previous work to prove a local semi-circle law for Gaussian beta-ensembles.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.