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September 3, 2026Studies in Applied MathematicsOpen Access

Edge Density Expansions for the Classical Gaussian and Laguerre Ensembles

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Authors

PFPeter J. ForresterARAnas A. RahmanBSBo-Jian Shen

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Overview

Theoretical study uncovers asymptotic edge density expansions in Gaussian and Laguerre ensembles, suggesting broader integrable structures across classical random matrix models.

Key Points

  • Investigate asymptotic expansions of scaled eigenvalue densities at both the soft and hard edges of classical Gaussian and Laguerre random matrix ensembles across multiple symmetry classes.
  • Applied scalar differential equations satisfied by eigenvalue densities rather than traditional integral representations.
  • Analyzed soft edge scaling variables across orthogonal, unitary, and symplectic symmetries, extending the framework to Dyson index beta = 6.
  • Formulated hard edge expansions specifically for the classical Laguerre ensembles.
  • Isolated the explicit expansion parameter in soft edge scaling variables, providing correction terms that supplement known integrable asymptotics.
  • Derived explicit correction terms at second order for unitary symmetry and at first order for orthogonal and symplectic symmetry at the Laguerre hard edge.
  • Demonstrated differential relations indicating that integrable asymptotic features extend generally to classical beta-ensembles.

Cite This Study

Forrester et al. (2026) studied this question.

synapsesocial.com/papers/6a993487636c6408cfa7c40ehttps://doi.org/10.1111/sapm.70295
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