Universality of the distribution functions of random matrix theory
solv-int
2007-05-23 v1 Mathematical Physics
math.MP
Exactly Solvable and Integrable Systems
Abstract
This paper first surveys the connection of integrable systems of the Painleve type to various distribution functions appearing in Wigner-Dyson random matrix theory. A short discussion is then given of the appearance of these same distributions in other areas of mathematics.
Keywords
Cite
@article{arxiv.solv-int/9901003,
title = {Universality of the distribution functions of random matrix theory},
author = {Craig A. Tracy and Harold Widom},
journal= {arXiv preprint arXiv:solv-int/9901003},
year = {2007}
}
Comments
11 pages, 3 figures