The right tail exponent of the Tracy-Widom distribution

DOI10.1214/11-AIHP475MaRDI QIDQ376680zbMATH OpenFDO

Authors Laure Dumaz, Balint Virag

Publication date 19 November 2013

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1102.4818, https://projecteuclid.org/euclid.aihp/1380718731

zbMATH Keywords

Tracy-Widom distributionstochastic Airy operatorbeta ensembles

Mathematics Subject Classification ID

Large deviations (60F10) Random matrices (probabilistic aspects) (60B20) Random operators and equations (aspects of stochastic analysis) (60H25)

Abstract: The Tracy-Widom beta distribution is the large dimensional limit of the top eigenvalue of beta random matrix ensembles. We use the stochastic Airy operator representation to show that as a tends to infinity the tail of the Tracy Widom distribution satisfies P(TW_beta > a) = a^(-3/4 beta+o(1)) exp(-2/3 beta a^(3/2)).

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Cites work

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Cited in

(27)

• Large deformations of the Tracy-Widom distribution. I: Non-oscillatory asymptotics
• Large gap asymptotics on annuli in the random normal matrix model
• Linear differential equations for the resolvents of the classical matrix ensembles
• Lower tail of the KPZ equation
• On the Tracy-Widom\(_\beta\) distribution for \(\beta=6\)
• The Bessel kernel determinant on large intervals and Birkhoff's ergodic theorem
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• Exact lower-tail large deviations of the KPZ equation
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• Universality of the stochastic Airy operator
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• Tracy-Widom at high temperature
• Random matrices in non-confining potentials
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• Right tail asymptotic expansion of Tracy-Widom beta laws
• Beta ensembles, stochastic Airy spectrum, and a diffusion
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• Upper-tail large deviation principle for the ASEP
• Limits for circular Jacobi beta-ensembles
• The Tracy-Widom distribution is not infinitely divisible
• At the edge of a one-dimensional jellium
• Singular value perturbation and deep network optimization
• Localization of the continuous Anderson Hamiltonian in 1-d

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