Beta ensembles, stochastic Airy spectrum, and a diffusion (Q3173298)

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Beta ensembles, stochastic Airy spectrum, and a diffusion
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    Beta ensembles, stochastic Airy spectrum, and a diffusion (English)
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    27 September 2011
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    random matrices spectrum
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    Tracy-Widom distribution
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    stochastic Airy operator
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