On the probability of positive-definiteness in the gGUE via semi-classical Laguerre polynomials

Deaño, Alfredo, SImm, Nicholas J (2017) On the probability of positive-definiteness in the gGUE via semi-classical Laguerre polynomials. Journal of Approximation Theory, 220 . pp. 44-59. ISSN 0021-9045. (doi:10.1016/j.jat.2017.04.004) (KAR id:58331)

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Official URL: https://doi.org/10.1016/j.jat.2017.04.004

Abstract

In this paper, we compute the probability that an NxN matrix from the generalised Gaussian Unitary Ensemble (gGUE) is positive definite, extending a previous result of Dean and Majumdar. For this purpose, we work out the large degree asymptotics of semi-classical Laguerre polynomials and their recurrence coefficients, using the steepest descent analysis of the corresponding Riemann--Hilbert problem.

Item Type:	Article
DOI/Identification number:	10.1016/j.jat.2017.04.004
Subjects:	Q Science > QA Mathematics (inc Computing science) > QA299 Analysis, Calculus Q Science > QA Mathematics (inc Computing science) > QA351 Special functions
Divisions:	Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science
Funders:	Leverhulme Trust (https://ror.org/012mzw131) Ministry of Economy, Industry and Competitiveness (https://ror.org/034900433)
Depositing User:	Alfredo Deano Cabrera
Date Deposited:	02 Nov 2016 11:23 UTC
Last Modified:	05 Nov 2024 10:49 UTC
Resource URI:	https://kar.kent.ac.uk/id/eprint/58331 (The current URI for this page, for reference purposes)

University of Kent Author Information

Deaño, Alfredo.

Creator's ORCID:	https://orcid.org/0000-0003-1704-247X
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