The Tracy-Widom distribution is not infinitely divisible

DOI10.1016/j.spl.2016.11.029zbMath1416.60016arXiv1601.02898OpenAlexW2963785532MaRDI QIDQ511548

J. Armando Domínguez-Molina

Publication date: 21 February 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.02898

zbMATH Keywords

random matriceslargest eigenvaluetail probabilitiesbeta Hermite ensembles

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random matrices (probabilistic aspects) (60B20)

Related Items

Higher spin de Sitter Hilbert space

Cites Work

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