scientific article; zbMATH DE number 5004184

DOI10.1155/IMRN.2005.2263MaRDI QIDQ3370386zbMATH OpenFDO

Authors Momar Dieng

Publication date 7 February 2006

Published in IMRN. International Mathematics Research Notices (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0411421

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Random matrices (algebraic aspects) (15B52) Painlevé-type functions (33E17) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

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Cited in

(16)

• On the Tracy-Widom approximation of Studentized extreme eigenvalues of Wishart matrices
• Numerical solution of Riemann-Hilbert problems: Painlevé II
• Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices
• Edge distribution of thinned real eigenvalues in the real Ginibre ensemble
• Spin glass to paramagnetic transition and triple point in spherical SK model
• On the numerical evaluation of Fredholm determinants
• A rate of convergence result for the largest eigenvalue of complex white Wishart matrices
• Harold Widom's work in random matrix theory
• Beta ensembles, stochastic Airy spectrum, and a diffusion
• On the evaluation of the eigendecomposition of the Airy integral operator
• A recursion formula for the moments of the Gaussian orthogonal ensemble
• The largest real eigenvalue in the real Ginibre ensemble and its relation to the Zakharov-Shabat system
• Large deformations of the Tracy-Widom distribution. I: Non-oscillatory asymptotics
• Limiting spectral radii for products of Ginibre matrices and their inverses
• The chebop system for automatic solution of differential equations
• A Riemann-Hilbert approach to Fredholm determinants of Hankel composition operators: scalar-valued kernels

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