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Theory of Probability and Mathematical Statistics

ISSN 1547-7363(online) ISSN 0094-9000(print)

   
 
 

 

On the ratio of extremal eigenvalues of $\beta$-Laguerre ensembles


Authors: Denise Uwamariya and Xiangfeng Yang
Journal: Theor. Probability and Math. Statist. 111 (2024), 167-179
MSC (2020): Primary 60B20, 60F10, 15A12
DOI: https://doi.org/10.1090/tpms/1221
Published electronically: October 30, 2024
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Abstract: Classical $\beta$-Laguerre ensembles consist of three special matrix models taking the form $\mathbf {X}\mathbf {X}^T$ with $\mathbf {X}$ denoting a random matrix having i.i.d. entries being real ($\beta =1$), complex ($\beta =2$) or quaternion ($\beta =4$) normal distribution. It had been actually believed that no other choice of $\beta >0$ (besides $1,2$ and $4$) would correspond to a matrix model $\mathbf {X}_\beta \mathbf {X}_\beta ^T$ which can be constructed with entries from a classical distribution until the work done by Dumitriu and Edelman in 2002. Since then the spectral properties of general $\beta$-Laguerre ensembles have been extensively studied dealing with both the bulk case (involving all the eigenvalues) and the extremal case (addressing the (first few) largest and smallest eigenvalues). However, the ratio of the extremal eigenvalues (equivalently the condition number of $\mathbf {X}_\beta$) has not been well explored in the literature. In this paper, we study such ratio in terms of large deviations.


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Additional Information

Denise Uwamariya
Affiliation: Department of Mathematics, Linköping University, SE-581 83 Linköping, Sweden
Email: denise.uwamariya@liu.se

Xiangfeng Yang
Affiliation: Department of Mathematics, Linköping University, SE-581 83 Linköping, Sweden
Email: xiangfeng.yang@liu.se

Keywords: $\beta$-Laguerre ensembles, extremal eigenvalues, large deviations
Received by editor(s): October 19, 2023
Accepted for publication: March 11, 2024
Published electronically: October 30, 2024
Article copyright: © Copyright 2024 Taras Shevchenko National University of Kyiv