The Widom--Dyson constant for the gap probability in random matrix theory

DOI10.1016/j.cam.2005.12.040zbMath1116.15019arXivmath/0601535MaRDI QIDQ875349

Alexander R. Its, Percy A. Deift, Xin Zhou, I. V. Krasovsky

Publication date: 13 April 2007

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0601535

zbMATH Keywords

trace-class operator; Riemann-Hilbert problem; random matrices; asymptotic expansions; correlation functions; Gaussian unitary ensemble; Widom-Dyson constant

Mathematics Subject Classification ID

15B52: Random matrices (algebraic aspects)

Related Items

Asymptotics of Tracy-Widom distributions and the total integral of a Painlevé II function, Asymptotics of the Airy-kernel determinant, Large gaps between random eigenvalues, Riemann-Hilbert approach to a generalised sine kernel and applications

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