β-Laguerre随机矩阵最大特征值精确渐近性的一般结果

Journal of Jilin University Science Edition ›› 2018, Vol. 56 ›› Issue (6): 1414-1418.

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General Result on Precise Asymptotics for the Largest Eigenvalueof β-Laguerre Random Matrix#br#

GAO Yunfeng¹, TAN Xili²

1. School of Arts and Science, Jilin Agricultural Science and Technology University, Jilin 132101, Jilin Province, China; 2. School of Mathematics and Statistics, Beihua University, Jilin 132013, Jilin Province, China

Received:2018-04-11 Online:2018-11-26 Published:2018-11-26

Abstract

Abstract: By using the central limit theorem and the inequalities of the tail probability for the largest eigenvalue of β-Laguerre random matrix and properties of the general β- Tracy-Wisdom distribution, we obtained a general result of precise asymptotics in complete moment convergence for the largest eigenvalue for more general boundary function and weighted function.

Key words: largest eigenvalue, general β- Tracy-Wisdom distribution, , complete moment convergence, precise asymptotics, general result

CLC Number:

O211.4

GAO Yunfeng, TAN Xili. General Result on Precise Asymptotics for the Largest Eigenvalueof β-Laguerre Random Matrix#br#[J].Journal of Jilin University Science Edition, 2018, 56(6): 1414-1418.

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General Result on Precise Asymptotics for the Largest Eigenvalueof β-Laguerre Random Matrix#br#

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