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

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dc.creatorDieng, Momar
dc.date2005-06-29
dc.date2005-07-05
dc.date.accessioned2026-07-07T08:07:01Z
dc.date.available2026-07-07T08:07:01Z
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. This work generalizes to general $m$ the $m=1$ results of Tracy and Widom [23]. The results of Johnstone and Soshnikov (see [15], [19]) imply the immediate relevance of our formulas for the $m^{th}$ largest eigenvalue of the appropriate Wishart distribution.
dc.descriptionV2: now includes Matlab(tm) code omitted in previous version; 146 pages, 2 figures
dc.identifierhttps://arxiv.org/abs/math/0506586
dc.identifierhttp://arxiv.org/abs/math/0506586
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130803
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60F99; 15A52
dc.titleDistribution Functions for Edge Eigenvalues in Orthogonal and Symplectic Ensembles: Painlevé Representations II
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