Edgeworth expansion of the largest eigenvalue distribution function of Gaussian unitary ensemble revisited

DOI10.1063/1.2873345zbMath1153.81343arXiv0711.4206OpenAlexW2599131351MaRDI QIDQ3544678

Leonard N. Choup

Publication date: 8 December 2008

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0711.4206

Mathematics Subject Classification ID

Gaussian processes (60G15) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Related Items (4)

Limiting distribution of maximal crossing and nesting of Poissonized random matchings ⋮ Fast approach to the tracy-widom law at the edge of GOE and GUE ⋮ Edgeworth expansion of the largest eigenvalue distribution function of Gaussian orthogonal ensemble ⋮ Asymptotic independence of the extreme eigenvalues of Gaussian unitary ensemble

Cites Work

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• Level-spacing distributions and the Airy kernel
• Fredholm determinants, differential equations and matrix models
• Universality at the edge of the spectrum in Wigner random matrices.
• Correlation functions, cluster functions, and spacing distributions for random matrices
• On orthogonal and symplectic matrix ensembles
• Asymptotic corrections to the eigenvalue density of the GUE and LUE

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