Distribution functions for largest eigenvalues and their applications

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dc.creatorTracy, Craig A.
dc.creatorWidom, Harold
dc.date2002-10-17
dc.date2002-12-01
dc.date.accessioned2026-07-07T04:29:30Z
dc.date.available2026-07-07T04:29:30Z
dc.descriptionIt is now believed that the limiting distribution function of the largest eigenvalue in the three classic random matrix models GOE, GUE and GSE describe new universal limit laws for a wide variety of processes arising in mathematical physics and interacting particle systems. These distribution functions, expressed in terms of a certain Painlevé II function, are described and their occurences surveyed.
dc.identifierhttps://arxiv.org/abs/math-ph/0210034
dc.identifierhttp://arxiv.org/abs/math-ph/0210034
dc.identifierProceedings of the ICM, Beijing 2002, vol. 1, 587--596
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/57181
dc.subjectMathematical Physics
dc.subject82D30, 60K37
dc.titleDistribution functions for largest eigenvalues and their applications
dc.typetext

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