2010/06/07 by Stéphanie Jacquot, Jacquot, Stéphanie, Benedek Valkó +1
Mathematics · Computer Science · #Random Matrices and Applications #Statistical Methods and Bayesian Inference #Bayesian Methods and Mixture Models
paper · pdf · doi:10.48550/arxiv.1006.1370
We consider the beta-Laguerre ensemble, a family of distributions generalizing the joint eigenvalue distribution of the Wishart random matrices. We show that the bulk scaling limit of these ensembles exists for all beta>0 for a general family of parameters and it is the same as the bulk scaling limit of the corresponding beta-Hermite ensemble.