The Distribution of the Largest Eigenvalue in the Gaussian Ensembles
Tracy, Craig A. ; Widom, Harold
arXiv, 9707001 / Harvested from arXiv
Text on arXiv
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.
Publié le : 1997-06-26
Classification:  Nonlinear Sciences - Exactly Solvable and Integrable Systems,  Mathematical Physics 
@article{9707001,
     author = {Tracy, Craig A. and Widom, Harold},
     title = {The Distribution of the Largest Eigenvalue in the Gaussian Ensembles},
     journal = {arXiv},
     volume = {1997},
     number = {0},
     year = {1997},
     language = {en},
     url = {http://dml.mathdoc.fr/item/9707001}
}

Tracy, Craig A.; Widom, Harold. The Distribution of the Largest Eigenvalue in the Gaussian Ensembles. arXiv, Tome 1997 (1997) no. 0, . http://gdmltest.u-ga.fr/item/9707001/