Cover Image

Uniform approximation of eigenvalues in Laguerre and Hermite beta-ensembles by roots of orthogonal polynomials

We derive strong uniform approximations for the eigenvalues in general Laguerre and Hermite beta-ensembles by showing that the maximal discrepancy between the suitably scaled eigenvalues and roots of orthogonal polynomials converges almost surely to zero when the dimension converges to infinity. We also provide estimates of the rate of convergence.
Year of publication:
2004
Authors: Imhof, Lorens A. ; Dette, Holger
Institutions: Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
Subject: Gaussian ensemble | random matrix | rate of convergence | Weyl?s inequality | Wishart matrix
Extent:
application/pdf
Series:
Type of publication: Book / Working Paper
Language: English
Notes:
Number 2004,57
Source:
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009216850
Similar items by subject
Similar items by person