Asymptotics of beta-Hermite Ensembles

Asymptotics of beta-Hermite Ensembles

In this thesis we present results about some eigenvalue statistics of the beta-Hermite ensembles, both in the classical cases corresponding to beta = 1, 2, 4, that is the Gaussian orthogonal ensemble (consisting of real symmetric matrices), the Gaussian unitary ensemble (consisting of complex Hermit...

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Bibliographic Details
Main Author: Berglund, Filip
Format: Others
Language:English
Published: Linköpings universitet, Matematisk statistik 2020
Subjects:
beta-Hermite ensembles
Gaussian ensembles
empirical distribution function
level density
largest eigenvalue
order statistic
Sturm sequence
Hermite polynomials
beta-Hermite ensemblerna
gaussiska ensemblerna
empiriska fördelningsfunktionen
nivåtäthet
största egenvärdet
ordningsstatiska
Sturmföljder
Hermitepolynom
Probability Theory and Statistics
Sannolikhetsteori och statistik
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-171096

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http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-171096

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