Edgeworth Expansion of the Largest Eigenvalue Distribution Function of GUE and LUE

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dc.creatorChoup, Leonard N.
dc.date2006-03-28
dc.date2006-05-31
dc.date.accessioned2026-07-07T08:50:26Z
dc.date.available2026-07-07T08:50:26Z
dc.descriptionWe derive expansions of the Hermite and Laguerre kernels at the edge of the spectrum of the finite n Gaussian Unitary Ensemble (GUEn) and the finite n Laguerre Unitary Ensem- ble (LUEn), respectively. Using these large n kernel expansions, we prove an Edgeworth type theorem for the largest eigenvalue distribution function of GUEn and LUEn. In our Edgeworth expansion, the correction terms are expressed in terms of the same Painleve II function appearing in the leading term, i.e. in the Tracy-Widom distribution. We conclude with a brief discussion of the universality of these results.
dc.identifierhttps://arxiv.org/abs/math/0603639
dc.identifierhttp://arxiv.org/abs/math/0603639
dc.identifierIMRN Volume 2006, ID 61049, Pages 1-33.
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/144605
dc.subjectProbability
dc.subjectMathematical Physics
dc.titleEdgeworth Expansion of the Largest Eigenvalue Distribution Function of GUE and LUE
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