Joint distribution of the first and second eigenvalues at the soft edge of unitary ensembles

DOI10.1088/0951-7715/26/6/1799zbMath1283.15114arXiv1209.2190OpenAlexW2159110304MaRDI QIDQ2839495

Nicholas S. Witte, Folkmar A. Bornemann, Peter J. Forrester

Publication date: 11 July 2013

Published in: Nonlinearity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.2190

zbMATH Keywords

random matrix modelGaussian unitary ensembleslargest two eigenvalues density

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Inequalities involving eigenvalues and eigenvectors (15A42) Eigenvalues, singular values, and eigenvectors (15A18) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) Random matrices (algebraic aspects) (15B52)

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