From Gumbel to Tracy-Widom
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Publication:2369863
Abstract: The Tracy-Widom distribution that has been much studied in recent years can be thought of as an extreme value distribution. We discuss interpolation between the classical extreme value distribution , the Gumbel distribution and the Tracy-Widom distribution. There is a family of determinantal processes whose edge behaviour interpolates between a Poisson process with density and the Airy kernel point process. This process can be obtained as a scaling limit of a grand canonical version of a random matrix model introduced by Moshe, Neuberger and Shapiro. We also consider the deformed GUE ensemble, , with diagobal with independent elements and from GUE. Here we do not see a transition from Tracy-Widom to Gumbel, but rather a transition from Tracy-Widom to Gaussian.
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