Joint distribution of the first and second eigenvalues at the soft edge of unitary ensembles
From MaRDI portal
Publication:2839495
DOI10.1088/0951-7715/26/6/1799zbMath1283.15114arXiv1209.2190MaRDI 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
60B20: Random matrices (probabilistic aspects)
15A42: Inequalities involving eigenvalues and eigenvectors
15A18: Eigenvalues, singular values, and eigenvectors
34M55: Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies
15B52: Random matrices (algebraic aspects)
Related Items
Universality for Eigenvalue Algorithms on Sample Covariance Matrices, On the ratio probability of the smallest eigenvalues in the Laguerre unitary ensemble, Extreme statistics and index distribution in the classical 1dCoulomb gas, Some open problems in random matrix theory and the theory of integrable systems. II, Near-extreme eigenvalues and the first gap of Hermitian random matrices, Janossy densities for chiral random matrix ensembles and their applications to two-color QCD, Painlevé II in random matrix theory and related fields