Large deviations of the smallest eigenvalue of the Wishart-Laguerre ensemble

Eytan Katzav*, Isaac Pérez Castillo

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

37 Scopus citations

Abstract

We consider the large deviations of the smallest eigenvalue of the Wishart-Laguerre Ensemble. Using the Coulomb gas picture we obtain rate functions for the large fluctuations to the left and the right of the hard edge. Our results are compared with known exact results for β=1 finding good agreement. We also consider the case of almost square matrices finding new universal rate functions describing large fluctuations.

Original languageAmerican English
Article number040104
JournalPhysical Review E
Volume82
Issue number4
DOIs
StatePublished - 14 Oct 2010
Externally publishedYes

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