Stochastic comparisons of Tracy-Widom $\beta$ distributions
Probability
2022-09-21 v1
Abstract
We give a stochastic comparison and ordering of the Tracy-Widom distribution with parameter . In particular, we show that as grows, the Tracy-Widom random variables get smaller modulo a multiplicative coefficient.
Cite
@article{arxiv.2209.09386,
title = {Stochastic comparisons of Tracy-Widom $\beta$ distributions},
author = {Virginia Pedreira},
journal= {arXiv preprint arXiv:2209.09386},
year = {2022}
}