scientific article; zbMATH DE number 1751748
zbMATH Open1174.82309arXivsolv-int/9901004MaRDI QIDQ4534571FDOQ4534571
Authors: Craig A. Tracy, Harold Widom 
Publication date: 4 July 2002
Full work available at URL: https://arxiv.org/abs/solv-int/9901004
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Random matrices (algebraic aspects) (15B52) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) Painlevé-type functions (33E17)
Cited In (13)
- The generating function for the Airy point process and a system of coupled Painlevé II equations
- Application of theτ-function theory of Painlevé equations to random matrices:PVI, the JUE, CyUE, cJUE and scaled limits
- Edgeworth expansion of the largest eigenvalue distribution function of GUE and LUE
- Lower tail of the KPZ equation
- Asymptotics for the covariance of the Airy\(_{2}\) process
- On the distribution of the largest eigenvalue in principal components analysis
- The tacnode Riemann-Hilbert problem
- Application of the \(\tau\)-function theory of Painlevé equations to random matrices: PIV, PII and the GUE.
- Joint distribution of the first and second eigenvalues at the soft edge of unitary ensembles
- A recursion formula for the moments of the Gaussian orthogonal ensemble
- Painlevé formulas of the limiting distributions for nonnull complex sample covariance matrices
- Fredholm determinant representation of the homogeneous Painlevé II τ-function
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