dorsal/arxiv
View SchemaThe Distribution of the Largest Eigenvalue in the Gaussian Ensembles
| Authors | Craig A. Tracy, Harold Widom |
|---|---|
| Categories | |
| ArXiv ID | solv-int/9707001 |
| URL | https://arxiv.org/abs/solv-int/9707001 |
| Journal | in Calogero-Moser-Sutherland Models, eds. J.F. van Diejen and L. Vinet, CRM Series in Mathematical Physics 4, Springer-Verlag, New York, 2000, pp. 461-472 |
Abstract
The focus of this survey paper is on the distribution function for the largest eigenvalue in the finite N Gaussian ensembles (GOE,GUE,GSE) in the edge scaling limit of N->infinity. These limiting distribution functions are expressible in terms of a particular Painleve II function. Comparisons are made with finite N simulations as well as a discussion of the universality of these distribution functions.
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"abstract": "The focus of this survey paper is on the distribution function for the\nlargest eigenvalue in the finite N Gaussian ensembles (GOE,GUE,GSE) in the edge\nscaling limit of N-\u003einfinity. These limiting distribution functions are\nexpressible in terms of a particular Painleve II function. Comparisons are made\nwith finite N simulations as well as a discussion of the universality of these\ndistribution functions.",
"arxiv_id": "solv-int/9707001",
"authors": [
"Craig A. Tracy",
"Harold Widom"
],
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"solv-int",
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],
"journal_ref": "in Calogero-Moser-Sutherland Models, eds. J.F. van Diejen and L.\n Vinet, CRM Series in Mathematical Physics 4, Springer-Verlag, New York, 2000,\n pp. 461-472",
"title": "The Distribution of the Largest Eigenvalue in the Gaussian Ensembles",
"url": "https://arxiv.org/abs/solv-int/9707001"
},
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