Resource title

Uniform approximation of eigenvalues in Laguerre and Hermite beta-ensembles by roots of orthogonal polynomials

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Resource description

We derive strong uniform approximations for the eigenvalues in general Laguerre and Hermite beta-ensembles by showing that the maximal discrepancy between the suitably scaled eigenvalues and roots of orthogonal polynomials converges almost surely to zero when the dimension converges to infinity. We also provide estimates of the rate of convergence.

Resource author

Lorens A. Imhof, Holger Dette

Resource publisher

Resource publish date

Resource language

eng

Resource content type

text/html

Resource resource URL

http://hdl.handle.net/10419/22570

Resource license

Adapt according to the presented license agreement and reference the original author.