Variance Calculations and the Bessel Kernel
Basor, Estelle L. ; Tracy, Craig A.
arXiv, 9304024 / Harvested from arXiv
Text on arXiv
In the Laguerre ensemble of N x N (positive) hermitian matrices, it is of interest both theoretically and for applications to quantum transport problems to compute the variance of a linear statistic, denoted var_N f, as N->infinity. Furthermore, this statistic often contains an additional parameter alpha for which the limit alpha->infinity is most interesting and most difficult to compute numerically. We derive exact expressions for both lim_{N->infinity} var_N f and lim_{alpha->infinity}lim_{N->infinity} var_N f.
Publié le : 1993-04-16
Classification:  Condensed Matter,  High Energy Physics - Theory,  Mathematical Physics,  Nonlinear Sciences - Exactly Solvable and Integrable Systems 
@article{9304024,
     author = {Basor, Estelle L. and Tracy, Craig A.},
     title = {Variance Calculations and the Bessel Kernel},
     journal = {arXiv},
     volume = {1993},
     number = {0},
     year = {1993},
     language = {en},
     url = {http://dml.mathdoc.fr/item/9304024}
}

Basor, Estelle L.; Tracy, Craig A. Variance Calculations and the Bessel Kernel. arXiv, Tome 1993 (1993) no. 0, . http://gdmltest.u-ga.fr/item/9304024/