On the largest eigenvalue of products from the β-Laguerre ensemble
2014 ◽
Vol 03
(02)
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pp. 1450008
We determine the limiting distribution of the largest eigenvalue of products from the β-Laguerre ensemble. This limiting distribution is given by a Tracy–Widom law with parameter β0 > 0 depending on the ratio of the parameters of the two matrices involved.
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1998 ◽
Vol 280
(2-3)
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pp. 199-216
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2004 ◽
pp. 320-337
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2019 ◽
Vol 19
(04)
◽
pp. 2050068
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2017 ◽
Vol 06
(03)
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pp. 1750011