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On Painleve Related Functions Arising in Random Matrix Theory

Probability 2016-11-25 v1 Mathematical Physics math.MP

Abstract

In deriving large n probability distribution function of the rightmost eigenvalue from the classical Random Matrix Theory Ensembles, one is faced with que question of finding large n asymptotic of certain coupled set of functions. This paper presents some of these functions in a new light.

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Cite

@article{arxiv.1101.5218,
  title  = {On Painleve Related Functions Arising in Random Matrix Theory},
  author = {Leonard N. Choup},
  journal= {arXiv preprint arXiv:1101.5218},
  year   = {2016}
}

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22 pages