Distribution functions for random variables for ensembles of positive Hermitian matrices

被引:23
作者
Basor, EL
机构
[1] Department of Mathematics, California Polytech. Stt. University, San Luis Obispo
关键词
Fourier; Fourier Transform; Distribution Function; Asymptotic Formula; Inverse Fourier Transform;
D O I
10.1007/s002200050167
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
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.
引用
收藏
页码:327 / 350
页数:24
相关论文
共 14 条