Edgeworth expansion of the largest eigenvalue distribution function of Gaussian orthogonal ensemble
DOI10.1063/1.3046561zbMath1200.82029arXiv0801.2620OpenAlexW3103958597MaRDI 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 algebraGaussian processesprobabilityrandom processeseigenvalues and eigenfunctionsfunctional analysis
Central limit and other weak theorems (60F05) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Eigenvalues, singular values, and eigenvectors (15A18)
Related Items (3)
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