Top eigenvalue of a random matrix: large deviations and third order phase transition (Q3301722)

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English	Top eigenvalue of a random matrix: large deviations and third order phase transition	scientific article

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scholarly article

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Top eigenvalue of a random matrix: large deviations and third order phase transition (English)

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Satya N. Majumdar

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Grégory Schehr

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Journal of Statistical Mechanics: Theory and Experiment

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publication date

11 August 2020

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full work available at URL

https://arxiv.org/abs/1311.0580

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MaRDI profile type

MaRDI publication profile

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Universality classes for extreme-value statistics

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Exact solutions for the statistics of extrema of some random 1D landscapes, application to the equilibrium and the dynamics of the toy model

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Statistical Theory of the Energy Levels of Complex Systems. I

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Matrix models for beta ensembles

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Large Deviations of Extreme Eigenvalues of Random Matrices

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The spectrum edge of random matrix ensembles.

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Level-spacing distributions and the Airy kernel

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On orthogonal and symplectic matrix ensembles

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From random matrices to stochastic operators

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Beta ensembles, stochastic Airy spectrum, and a diffusion

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On the distribution of the largest eigenvalue in principal components analysis

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A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices

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Limiting distributions for a polynuclear growth model with external sources

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Limit theorems for height fluctuations in a class of discrete space and time growth models

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Fluctuations of the one-dimensional polynuclear growth model with external sources

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Probability distribution of the free energy of the continuum directed random polymer in 1 + 1 dimensions

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Nonintersecting Brownian motions on the half-line and discrete Gaussian orthogonal polynomials

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The wasteland of random supergravities

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Aging of spherical spin glasses

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Spectral density asymptotics for Gaussian and Laguerre β-ensembles in the exponentially small region

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Large deviations of the maximal eigenvalue of random matrices

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A simple derivation of the Tracy–Widom distribution of the maximal eigenvalue of a Gaussian unitary random matrix

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RIGHT TAIL ASYMPTOTIC EXPANSION OF TRACY–WIDOM BETA LAWS

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Topology trivialization and large deviations for the minimum in the simplest random optimization

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Large deviations of the maximum eigenvalue in Wishart random matrices

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Reunion probability of \(N\) vicious walkers: typical and large fluctuations for large \(N\)

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Distributions of Matrix Variates and Latent Roots Derived from Normal Samples

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DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES

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Spectral properties of the Jacobi ensembles via the Coulomb gas approach

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Eigenvalues and Condition Numbers of Random Matrices

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The distribution and moments of the smallest eigenvalue of a random matrix of Wishart type

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Exact results and universal asymptotics in the Laguerre random matrix ensemble

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Exact minimum eigenvalue distribution of an entangled random pure state

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Performance of Statistical Tests for Single-Source Detection Using Random Matrix Theory

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Large deviations of the top eigenvalue of large Cauchy random matrices

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Invariant β-Wishart ensembles, crossover densities and asymptotic corrections to the Marčenko–Pastur law

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Topological expansion of the \(\beta\)-ensemble model and quantum algebraic geometry in the sectorwise approach

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Asymptotics of Tracy-Widom distributions and the total integral of a Painlevé II function

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The right tail exponent of the Tracy-Widom \(\beta\) distribution

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Order analogues of Tracy–Widom distributions via the Lax method

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Phase Transitions in the Distribution of Bipartite Entanglement of a Random Pure State

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Statistical distribution of quantum entanglement for a random bipartite state

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Phase Transitions of Bipartite Entanglement

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Living at the Edge: A Large Deviations Approach to the Outage MIMO Capacity

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Nonintersecting Brownian excursions

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Watermelon uniform random generation with applications

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Exact Distribution of the Maximal Height of<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline"><mml:mi>p</mml:mi></mml:math>Vicious Walkers

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Two Bessel bridges conditioned never to collide, double Dirichlet series, and Jacobi theta function

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The height of watermelons with wall

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Maximum of Dyson Brownian motion and non-colliding systems with a boundary

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Average entropy of a subsystem

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Higher-order analogues of the Tracy-Widom distribution and the Painlevé II hierarchy

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Identifiers

zbMATH Open document ID

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10.1088/1742-5468/2014/01/P01012

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:3301722

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