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On the Largest Eigenvalue of Products from the β-Laguerre Ensemble
Published 24 Jan 2013 in math.PR | (1301.5918v1)
Abstract: We determine the limiting distribution of the largest eigenvalue of products from the $\beta$-Laguerre ensemble. This limiting distribution is given by a Tracy-Widom law with parameter $\beta_0>0$ depending on the ratio of the parameters of the two matrices involved.
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