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Distribution functions for random variables for ensembles of positive Hermitian matrices. (English) Zbl 0905.47016
Summary: 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.

MSC:
47B35 Toeplitz operators, Hankel operators, Wiener-Hopf operators
47B10 Linear operators belonging to operator ideals (nuclear, \(p\)-summing, in the Schatten-von Neumann classes, etc.)
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