59 research outputs found
Distribution Functions for Random Variables for Ensembles of positive Hermitian Matrices
Distribution functions for random variables that depend on a parameter are
computed asymptotically for ensembles of positive Hermitian matrices. The
inverse Fourier transform of the distribution is shown to be a Fredholm
determinant of a certain operator that is an analogue of a Wiener-Hopf
operator. The asymptotic formula shows that up to the terms of order ,
the distributions are Gaussian
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