A convergent $1/n$-expansion for GSE and GOE

Published 8 Jan 2018 in math.PR | (1801.02359v1)

Abstract: We generalize the results on the asymptotic expansion from Gaussian Unitary Ensembles case to all Gaussian Ensembles. We derive differential equations on densities and their moment generating functions for all Gaussian Ensembles. Also, we calculate explicit expressions for the moment generating functions for all Gaussian Ensembles.

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Authors (1)

Yaroslav Naprienko

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