Distribution functions for largest eigenvalues and their applications
数学物理
2007-05-23 v2 math.MP
摘要
It is now believed that the limiting distribution function of the largest eigenvalue in the three classic random matrix models GOE, GUE and GSE describe new universal limit laws for a wide variety of processes arising in mathematical physics and interacting particle systems. These distribution functions, expressed in terms of a certain Painlev\'e II function, are described and their occurences surveyed.
引用
@article{arxiv.math-ph/0210034,
title = {Distribution functions for largest eigenvalues and their applications},
author = {Craig A. Tracy and Harold Widom},
journal= {arXiv preprint arXiv:math-ph/0210034},
year = {2007}
}