ON THE VARIANCE OF THE INDEX FOR THE GAUSSIAN UNITARY ENSEMBLE

DOI10.1142/S2010326312500104zbMath1268.15034arXiv1110.0119MaRDI 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 matrices; integrable systems; large deviations; Gaussian unitary ensemble; Painlevé equations; positive eigenvalues

Mathematics Subject Classification ID

62E15: Exact distribution theory in statistics

60B20: Random matrices (probabilistic aspects)

60K35: Interacting random processes; statistical mechanics type models; percolation theory

33C45: Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.)

15A18: Eigenvalues, singular values, and eigenvectors

15B52: Random matrices (algebraic aspects)

33E17: Painlevé-type functions

Related Items

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

Uses Software

• DLMF

Cites Work

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