title: Large deviations of the smallest eigenvalue of the Wishart-Laguerre ensemble.
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 β=1 finding good agreement. We also consider the case of almost square matrices finding new universal rate functions describing large fluctuations.
authors.affiliation: Department of Mathematics, King's College London, Strand, London WC2R 2LS, United Kingdom.
authors.forename: Eytan
authors.initials: E
authors.lastname: Katzav
authors.forename: Isaac
authors.initials: I
authors.lastname: Pérez Castillo