A note on the expansion of the smallest eigenvalue distribution of the LUE at the hard edge

Understand

In a recent paper, Edelman, Guionnet and P\'{e}ch\'{e} conjectured a particular $n^{-1}$ correction term of the smallest eigenvalue distribution of the Laguerre unitary ensemble (LUE) of order $n$ in the hard-edge scaling limit: specifically, the derivative of the limit distribution, that is, the density, shows up in that correction term.

• We give a short proof by modifying the hard-edge scaling to achieve an optimal $O(n^{-2})$ rate of convergence of the smallest eigenvalue distribution.
• The appearance of the derivative follows then by a Taylor expansion of the less optimal, standard hard-edge scaling.
• We relate the $n^{-1}$ correction term further to the logarithmic derivative of the Bessel kernel Fredholm determinant in the work of Tracy and Widom.