Painlevé formulas of the limiting distributions for nonnull complex sample covariance matrices
From MaRDI portal
Publication:2496927
DOI10.1215/S0012-7094-06-13321-5zbMath1139.33006arXivmath/0504606OpenAlexW2114560071MaRDI QIDQ2496927
Publication date: 25 July 2006
Published in: Duke Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0504606
Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random matrices (algebraic aspects) (15B52) Distribution theory (60E99) Painlevé-type functions (33E17) Statistical distribution theory (62E99)
Related Items
Inhomogeneous exponential jump model, The free boundary Schur process and applications. I, Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices, Limits of spiked random matrices. II, Limits of spiked random matrices. I, Current fluctuations for TASEP: A proof of the Prähofer-Spohn conjecture, Rank 1 perturbations in random matrix theory — A review of exact results, Universality of slow decorrelation in KPZ growth, PushTASEP in inhomogeneous space, Spectra of random Hermitian matrices with a small-rank external source: the supercritical and subcritical regimes, Dynamics of a tagged particle in the asymmetric exclusion process with the step initial condition, A note on biorthogonal ensembles, Spectra of random Hermitian matrices with a small-rank external source: the critical and near-critical regimes, The tacnode Riemann-Hilbert problem, Universality in complex Wishart ensembles for general covariance matrices with 2 distinct eigenvalues, Airy processes with wanderers and new universality classes, Free Energy Fluctuations for Directed Polymers in Random Media in 1 + 1 Dimension, Generalizations of TASEP in discrete and continuous inhomogeneous space, The \(k\)-tacnode process, Dyson's nonintersecting Brownian motions with a few outliers, The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case, Nonstationary generalized TASEP in KPZ and jamming regimes, Airy process with wanderers, KPZ fluctuations, and a deformation of the Tracy-Widom GOE distribution, Classical integrability for beta-ensembles and general Fokker-Planck equations, A phase transition for \(q\)-TASEP with a few slower particles, PROBABILITY DENSITIES AND DISTRIBUTIONS FOR SPIKED AND GENERAL VARIANCE WISHART β-ENSEMBLES, On the joint distribution of the maximum and its position of the Airy2 process minus a parabola
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Szegő orthogonal polynomials with respect to an analytic weight: Canonical representation and strong asymptotics
- The isomonodromic deformation method in the theory of Painlevé equations
- A boundary value problem associated with the second Painleve transcendent and the Korteweg-de Vries equation
- Departures from many queues in series
- On the solvability of Painlevé II and IV
- Level-spacing distributions and the Airy kernel
- A scaling limit for queues in series
- A Fredholm determinant formula for Toeplitz determinants
- On a Toeplitz determinant identity of Borodin and Okounkov
- Limiting distributions for a polynuclear growth model with external sources
- The asymptotics of monotone subsequences of involutions
- On the distribution of the largest eigenvalue in principal components analysis
- The spectrum edge of random matrix ensembles.
- Shape fluctuations and random matrices
- Eigenvalues of large sample covariance matrices of spiked population models
- Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
- Scattering theory and polynomials orthogonal on the unit circle
- Products and ratios of characteristic polynomials of random Hermitian matrices
- Asymptotics for the painlevé II equation
- Asymptotics of Plancherel measures for symmetric groups
- Discrete orthogonal polynomial ensembles and the Plancherel measure
- Limit theorems for height fluctuations in a class of discrete space and time growth models
