ON THE VARIANCE OF THE INDEX FOR THE GAUSSIAN UNITARY ENSEMBLE

DOI10.1142/S2010326312500104zbMath1268.15034arXiv1110.0119OpenAlexW2963484227MaRDI QIDQ4910889

Peter J. Forrester, Nicholas S. Witte

Publication date: 13 March 2013

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.0119

zbMATH Keywords

random matricesintegrable systemslarge deviationsGaussian unitary ensemblePainlevé equationspositive eigenvalues

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Random matrices (probabilistic aspects) (60B20) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Painlevé-type functions (33E17)

Related Items (3)

On the probability of positive-definiteness in the gGUE via semi-classical Laguerre polynomials ⋮ Tracy-Widom distributions for the Gaussian orthogonal and symplectic ensembles revisited: a skew-orthogonal polynomials approach ⋮ Near-extreme eigenvalues and the first gap of Hermitian random matrices

Uses Software

• DLMF

Cites Work

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• Application of the \(\tau\)-function theory of Painlevé equations to random matrices: PIV, PII and the GUE.

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