Joint distribution of the first and second eigenvalues at the soft edge of unitary ensembles

DOI10.1088/0951-7715/26/6/1799zbMath1283.15114arXiv1209.2190MaRDI QIDQ2839495

Peter J. Forrester, Nicholas S. Witte, Folkmar A. Bornemann

Publication date: 11 July 2013

Published in: Nonlinearity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.2190

zbMATH Keywords

random matrix model; Gaussian unitary ensembles; largest two eigenvalues density

Mathematics Subject Classification ID

60B20: Random matrices (probabilistic aspects)

15A42: Inequalities involving eigenvalues and eigenvectors

15A18: Eigenvalues, singular values, and eigenvectors

34M55: Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies

15B52: Random matrices (algebraic aspects)