Rate of convergence at the hard edge for various Pólya ensembles of positive definite matrices
Rate of convergence at the hard edge for various Pólya ensembles of positive definite matrices
The theory of Pólya ensembles of positive definite random matrices provides structural formulas for the corresponding biorthogonal pair, and correlation kernel, which are well suited to computing the hard edge large N asymptotics. Such an analysis is carried out for products of Laguerre ensembles, the Laguerre Muttalib–Borodin ensemble, and products …