The Distribution of the Largest Eigenvalue in the Gaussian Ensembles

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dc.creatorTracy, Craig A.
dc.creatorWidom, Harold
dc.date1997-06-27
dc.date.accessioned2026-07-07T09:18:01Z
dc.date.available2026-07-07T09:18:01Z
dc.descriptionThe 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.
dc.description13 pages
dc.identifierhttps://arxiv.org/abs/solv-int/9707001
dc.identifierhttp://arxiv.org/abs/solv-int/9707001
dc.identifierin 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
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/153879
dc.subjectExactly Solvable and Integrable Systems
dc.subjectMathematical Physics
dc.titleThe Distribution of the Largest Eigenvalue in the Gaussian Ensembles
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