The Tracy-Widom distribution is not infinitely divisible

DOI10.1016/j.spl.2016.11.029zbMath1416.60016arXiv1601.02898OpenAlexW2963785532MaRDI QIDQ511548

J. Armando Domínguez-Molina

Publication date: 21 February 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.02898

zbMATH Keywords

random matriceslargest eigenvaluetail probabilitiesbeta Hermite ensembles

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random matrices (probabilistic aspects) (60B20)

Related Items

Higher spin de Sitter Hilbert space

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Small deviations for beta ensembles
• Asymptotics of Tracy-Widom distributions and the total integral of a Painlevé II function
• Level-spacing distributions and the Airy kernel
• On orthogonal and symplectic matrix ensembles
• Eigenvalue distributions of large Hermitian matrices; Wigner's semi- circle law and a theorem of Kac, Murdock, and Szegö
• From Gumbel to Tracy-Widom
• From random matrices to stochastic operators
• On the infinite divisibility of some skewed symmetric distributions
• Beta ensembles, stochastic Airy spectrum, and a diffusion
• The Fascination of Probability, Statistics and their Applications
• The Distributions of Random Matrix Theory and their Applications
• An Introduction to Random Matrices
• Matrix models for beta ensembles
• Infinite divisibility and the waiting-time paradox
• Stochastic Processes
• Aging of spherical spin glasses