arXiv · math/0107154
Distribution Functions for Random Variables for Ensembles of positive Hermitian Matrices
Abstract
Distribution functions for random variables that depend on a parameter are computed asymptotically for ensembles of positive Hermitian matrices. The inverse Fourier transform of the distribution is shown to be a Fredholm determinant of a certain operator that is an analogue of a Wiener-Hopf operator. The asymptotic formula shows that up to the terms of order $o(1)$, the distributions are Gaussian.
Explore related subjects
Keep this discovery
Estelle L. Basor. 2001-07-20. Distribution Functions for Random Variables for Ensembles of positive Hermitian Matrices. https://doi.org/10.1007/s002200050167
Cite the original work for its findings. Save a collection to share your selection of sources.