Edgeworth expansion of the largest eigenvalue distribution function of GUE and LUE

DOI10.1155/IMRN/2006/61049zbMath1108.15024arXivmath/0603639MaRDI QIDQ3413396

Leonard N. Choup

Publication date: 4 January 2007

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

Full work available at URL: https://arxiv.org/abs/math/0603639

zbMATH Keywords

random matricescentral limit theoremPainlevé II equationGaussian unitary ensembleLaguerre unitary ensemblekernel expansionEdgeworth theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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A note on the expansion of the smallest eigenvalue distribution of the LUE at the hard edge ⋮ Functional form for the leading correction to the distribution of the largest eigenvalue in the GUE and LUE ⋮ Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices ⋮ Quantitative Tracy-Widom laws for the largest eigenvalue of generalized Wigner matrices ⋮ Asymptotic expansions relating to the distribution of the length of longest increasing subsequences ⋮ Limiting distribution of maximal crossing and nesting of Poissonized random matchings ⋮ Optimal soft edge scaling variables for the Gaussian and Laguerre even \(\beta\) ensembles ⋮ Finite time corrections in KPZ growth models ⋮ Random matrix theory in statistics: a review ⋮ Asymptotic independence of the extreme eigenvalues of Gaussian unitary ensemble ⋮ Scaled limit and rate of convergence for the largest eigenvalue from the generalized Cauchy random matrix ensemble

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