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Bulk scaling limit of the Laguerre ensemble

Published 7 Jun 2010 in math.PR | (1006.1370v1)

Abstract: We consider the beta-Laguerre ensemble, a family of distributions generalizing the joint eigenvalue distribution of the Wishart random matrices. We show that the bulk scaling limit of these ensembles exists for all beta>0 for a general family of parameters and it is the same as the bulk scaling limit of the corresponding beta-Hermite ensemble.

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