Hard and soft edge spacing distributions for random matrix ensembles with orthogonal and symplectic symmetry

DOI10.1088/0951-7715/19/12/015zbMath1120.15018arXivmath-ph/0605022OpenAlexW2169221387MaRDI QIDQ3423102

Peter J. Forrester

Publication date: 20 February 2007

Published in: Nonlinearity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math-ph/0605022

zbMATH Keywords

random matricesPainlevé transcendentsFredholm determinantgap probabilities

Mathematics Subject Classification ID

Strong limit theorems (60F15) Random matrices (algebraic aspects) (15B52)

Related Items (7)

The largest sample eigenvalue distribution in the rank 1 quaternionic spiked model of Wishart ensemble ⋮ Diffusion at the random matrix hard edge ⋮ A Riemann-Hilbert approach to Fredholm determinants of Hankel composition operators: scalar-valued kernels ⋮ Finite size corrections relating to distributions of the length of longest increasing subsequences ⋮ Asymptotic forms for hard and soft edge general \(\beta \) conditional gap probabilities ⋮ Large deformations of the Tracy-Widom distribution. I: Non-oscillatory asymptotics ⋮ Edge distribution of thinned real eigenvalues in the real Ginibre ensemble

This page was built for publication: Hard and soft edge spacing distributions for random matrix ensembles with orthogonal and symplectic symmetry