Distribution Functions for Random Variables for Ensembles of Positive Hermitian Matrices

被引：1

作者：

Estelle L. Basor

机构：

[1] Department of Mathematics,

[2] California Polytechnic State University,undefined

[3] San Luis Obispo,undefined

[4] CA 93407,undefined

[5] USA. E-mail: ebasor@calpoly.edu,undefined

来源：

Communications in Mathematical Physics | 1997年 / 188卷

关键词：

Fourier; Fourier Transform; Distribution Function; Asymptotic Formula; Inverse Fourier Transform;

D O I：

暂无

中图分类号：

学科分类号：

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

页码：327 / 350

页数：23

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