Edgeworth expansion of the largest eigenvalue distribution function of Gaussian orthogonal ensemble
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Publication:3650885
DOI10.1063/1.3046561zbMath1200.82029arXiv0801.2620MaRDI QIDQ3650885
Publication date: 7 December 2009
Published in: Journal of Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0801.2620
matrix algebra; Gaussian processes; probability; random processes; eigenvalues and eigenfunctions; functional analysis
60F05: Central limit and other weak theorems
82B44: Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics
15A18: Eigenvalues, singular values, and eigenvectors
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