From Gumbel to Tracy-Widom

DOI10.1007/s00440-006-0012-7zbMath1116.60020arXivmath/0510181OpenAlexW2004226321MaRDI QIDQ2369863

Publication date: 21 June 2007

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0510181

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Random matrices (algebraic aspects) (15B52)

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