Finite N corrections to the limiting distribution of the smallest eigenvalue of Wishart complex matrices
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Publication:2800839
DOI10.1142/S2010326316500015zbMath1381.15031arXiv1506.02387OpenAlexW3101308401MaRDI QIDQ2800839
Anthony Perret, Grégory Schehr
Publication date: 18 April 2016
Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.02387
random matricesFredholm operatorPainlevé equationssemi-classical orthogonal polynomialsWishart matricesextreme eigenvalue
Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)
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