On the Numerical Evaluation of Distributions in Random Matrix Theory: A Review
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Publication:5199036
zbMath1222.60013arXiv0904.1581MaRDI QIDQ5199036
Publication date: 11 August 2011
Full work available at URL: https://arxiv.org/abs/0904.1581
Painlevé transcendentsFredholm determinantsnumerical approximationrandom matrix theory\texttt{Matlab}
Random matrices (probabilistic aspects) (60B20) Numerical methods for integral equations (65R20) Integral operators (47G10) Random matrices (algebraic aspects) (15B52) Painlevé-type functions (33E17)
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