Asymptotic Expansions of Gaussian and Laguerre Ensembles at the Soft Edge II: Level Densities

Abstract

We continue our work [arXiv:2403.07628] on asymptotic expansions at the soft edge for the classical $n$-dimensional Gaussian and Laguerre random matrix ensembles. By revisiting the construction of the associated skew-orthogonal polynomials in terms of wave functions, we obtain concise expressions for the level densities that are well suited for proving asymptotic expansions in powers of a certain parameter $h \asymp n^{-2/3}$. In the unitary case, the expansion for the level density can be used to reconstruct the first correction term in an established asymptotic expansion of the associated generating function. In the orthogonal and symplectic cases, we can even reconstruct the conjectured first and second correction terms.