Matrix Kernels for the Gaussian Orthogonal and Symplectic Ensembles
Mathematical Physics
2007-05-23 v2 math.MP
Probability
Abstract
We derive the limiting matrix kernels for the the Gaussian Orthogonal and Symplectic ensembles scaled at the edge, with proofs of convergence in the operator norms that assure convergence of the determinants.
Cite
@article{arxiv.math-ph/0405035,
title = {Matrix Kernels for the Gaussian Orthogonal and Symplectic Ensembles},
author = {Craig A. Tracy and Harold Widom},
journal= {arXiv preprint arXiv:math-ph/0405035},
year = {2007}
}
Comments
10 pages, LaTeX