Abstract
We consider the large deviations of the smallest eigenvalue of the Wishart-Laguerre Ensemble. Using the Coulomb gas picture we obtain rate functions for the large fluctuations to the left and the right of the hard edge. Our results are compared with known exact results for beta = 1 finding good agreement. We also consider the case of almost square matrices finding new universal rate functions describing large fluctuations.
| Original language | English |
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| Article number | 040104 |
| Number of pages | 4 |
| Journal | PHYSICAL REVIEW E |
| Volume | 82 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - 14 Oct 2010 |