Communications in Mathematical Physics

, Volume 188, Issue 2, pp 327–350

Distribution Functions for Random Variables for Ensembles of Positive Hermitian Matrices

  • Estelle L. Basor

DOI: 10.1007/s002200050167

Cite this article as:
Basor, E. Comm Math Phys (1997) 188: 327. doi:10.1007/s002200050167


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 o(1), the distributions are Gaussian.

Copyright information

© Springer-Verlag Berlin Heidelberg 1997

Authors and Affiliations

  • Estelle L. Basor
    • 1
  1. 1.Department of Mathematics, California Polytechnic State University, San Luis Obispo, CA 93407, USA. E-mail: ebasor@calpoly.eduUS