• Corpus ID: 119163930

A convergent $1/n$-expansion for GSE and GOE

@article{Naprienko2018AC,
  title={A convergent \$1/n\$-expansion for GSE and GOE},
  author={Yaroslav M. Naprienko},
  journal={arXiv: Probability},
  year={2018}
}
We generalize the results on the asymptotic expansion from Gaussian Unitary Ensembles case to all Gaussian Ensembles. We derive differential equations on densities and their moment generating functions for all Gaussian Ensembles. Also, we calculate explicit expressions for the moment generating functions for all Gaussian Ensembles. 
1 Citations
Linear differential equations for the resolvents of the classical matrix ensembles
The spectral density for random matrix $\beta$ ensembles can be written in terms of the average of the absolute value of the characteristic polynomial raised to the power of $\beta$, which for even

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