Math @ Duke
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Publications [#244287] of Xin Zhou
Papers Published
- Rider, B; Zhou, X, Janossy densities for unitary ensembles at the spectral edge,
International Mathematics Research Notices, vol. 2008 no. 1
(December, 2008), Oxford University Press (OUP), ISSN 1073-7928 [doi]
(last updated on 2024/09/17)
Abstract: For a broad class of unitary ensembles of random matrices, we demonstrate the universal nature of the Janossy densities of eigenvalues near the spectral edge, providing a different formulation of the probability distributions of the limiting second, third, etc. largest eigenvalues of the ensembles in question. The approach is based on a representation of the Janossy densities in terms of a system of orthogonal polynomials, plus the steepest descent method of Deift and Zhou for the asymptotic analysis of the associated Riemann-Hilbert problem. © The Author 2008. Published by Oxford University Press. All rights reserved.
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