Distribution Functions for Edge Eigenvalues in Orthogonal and Symplectic Ensembles: Painlevé Representations

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dc.creatorDieng, Momar
dc.date2004-11-18
dc.date.accessioned2026-07-07T05:14:28Z
dc.date.available2026-07-07T05:14:28Z
dc.descriptionWe derive Painlevé--type expressions for the distribution of the $m^{th}$ largest eigenvalue in the Gaussian Orthogonal and Symplectic Ensembles in the edge scaling limit. The work of Johnstone and Soshnikov (see [7], [10]) implies the immediate relevance of our formulas for the $m^{th}$ largest eigenvalue of the appropriate Wishart distribution.
dc.identifierhttps://arxiv.org/abs/math/0411421
dc.identifierhttp://arxiv.org/abs/math/0411421
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/73289
dc.subjectProbability
dc.titleDistribution Functions for Edge Eigenvalues in Orthogonal and Symplectic Ensembles: Painlevé Representations
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