scientific article; zbMATH DE number 523048

MaRDI QIDQ4284356zbMATHFDO

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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• Random matrices, Virasoro algebras, and noncommutative KP.
• Entanglement entropies of an interval in the free Schrödinger field theory at finite density
• Derivation of an eigenvalue probability density function relating to the Poincaré disk
• Painlevé equations, topological type property and reconstruction by the topological recursion
• Level spacing distributions and the Bessel kernel
• The asymptotic distribution of a single eigenvalue gap of a Wigner matrix
• Riemann-Hilbert approach to gap probabilities for the Bessel process
• The number of \(2\times 2\) integer matrices having a prescribed integer eigenvalue
• Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture
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• Factorization of Ising correlations C(M, N) for ν = −k and M + N odd, M ⩽ N, T < T _c and their lambda extensions
• On orthogonal and symplectic matrix ensembles
• The complex elliptic Ginibre ensemble at weak non-Hermiticity: bulk spacing distributions
• Deformation analysis of matrix models
• Gap probability at the hard edge for random matrix ensembles with pole singularities in the potential
• Effective construction of a class of positive operators in Hilbert space, which do not admit triangular factorization
• Universal results for correlations of characteristic polynomials: Riemann-Hilbert approach
• Lectures on random matrix models. The Riemann-Hilbert approach
• Large deviations for the \(\operatorname{Sine}_\beta\) and \(\operatorname{Sch}_\tau\) processes
• Sine‐kernel determinant on two large intervals
• Power spectrum of the circular unitary ensemble
• Universal distribution of random matrix eigenvalues near the ``birth of a cut transition
• Painlevé 2 equation with arbitrary monodromy parameter, topological recursion and determinantal formulas
• The asymptotics of a Bessel-kernel determinant which arises in random matrix theory
• Distribution functions for random variables for ensembles of positive Hermitian matrices
• Evenness symmetry and inter-relationships between gap probabilities in random matrix theory
• Bernoulli random matrices
• From random matrices to stochastic operators
• Robust singular value decomposition with application to video surveillance background modelling
• The Kreĭn differential system and integral operators of random matrix theory
• Large gaps between random eigenvalues
• Asymptotics of Plancherel measures for symmetric groups
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• Non-asymptotic behavior of the spectrum of the sinc-kernel operator and related applications
• Dyson's constant in the asymptotics of the Fredholm determinant of the sine kernel
• Asymptotics of level-spacing distributions for random matrices

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