scientific article; zbMATH DE number 523048

MaRDI QIDQ4284356zbMATH OpenFDO

Authors Craig A. Tracy, Harold Widom

Publication date 13 July 1994

Full work available at URL https://arxiv.org/abs/hep-th/9210073

zbMATH Keywords

random matricesasymptotic formulaGaussian unitary ensemblestatistical distribution of eigenvalues

Mathematics Subject Classification ID

Multivariate analysis (62H99) Inequalities involving eigenvalues and eigenvectors (15A42) Random matrices (algebraic aspects) (15B52)

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• Large N Asymptotics in Random Matrices
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• A generalization of random matrix ensemble. I: General theory
• Evenness symmetry and inter-relationships between gap probabilities in random matrix theory
• The Kreĭn differential system and integral operators of random matrix theory
• Random matrices, Virasoro algebras, and noncommutative KP.
• Entanglement entropies of an interval in the free Schrödinger field theory at finite density
• Asymptotics of level-spacing distributions for random matrices
• Level-spacing distributions and the Airy kernel
• Asymptotics of Plancherel measures for symmetric groups
• On orthogonal and symplectic matrix ensembles
• Bernoulli random matrices
• Non-asymptotic behavior of the spectrum of the sinc-kernel operator and related applications
• The Ising correlation C(M, N) for ν = −k
• Factorization of Ising correlations C(M, N) for ν = −k and M + N odd, M ⩽ N, T < T _c and their lambda extensions
• Distribution functions for random variables for ensembles of positive Hermitian matrices
• Level spacing distributions and the Bessel kernel
• Effective construction of a class of positive operators in Hilbert space, which do not admit triangular factorization
• The asymptotics of a Bessel-kernel determinant which arises in random matrix theory
• Gap probabilities in the finite and scaled Cauchy random matrix ensembles
• The asymptotic distribution of a single eigenvalue gap of a Wigner matrix
• Large deviations for the \(\operatorname{Sine}_\beta\) and \(\operatorname{Sch}_\tau\) processes
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• On the distribution of eigenvalues of GUE and its minors at fixed index
• Robust singular value decomposition with application to video surveillance background modelling
• Gap probability at the hard edge for random matrix ensembles with pole singularities in the potential
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• Deformation analysis of matrix models
• Derivation of an eigenvalue probability density function relating to the Poincaré disk
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• Riemann-Hilbert approach to gap probabilities for the Bessel process
• Fredholm determinants
• Sine‐kernel determinant on two large intervals

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