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Bibliographic Details
Main Authors: Götz, Helene, Nagel, Jan
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2503.15347
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Table of Contents:
  • In this paper, we show limit theorems for the weighted spectral measure of the Laguerre ensemble under a nonstandard scaling, when the parameter grows faster than the matrix size. For this parameter scaling, the limit behavior is similar to the case of the Gaussian ensemble. We show a large deviation principle, moderate deviations and a CLT for the spectral measure. For the moderate deviations and the CLT, we observe a particular dependence on the rate of the parameter and a corrective shift by a signed measure. The proofs are based on the tridiagonal representation of the Laguerre ensemble.