On the maximal domain of attraction of Tracy-Widom distribution for Gaussian unitary ensembles

DOI10.1016/j.spl.2013.06.029zbMath1288.60006OpenAlexW2036249768MaRDI QIDQ2435764

Martin T. Wells, Rajendran Narayanan

Publication date: 19 February 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.06.029

zbMATH Keywords

random matriceslargest eigenvalueextreme value theoryGaussian unitary ensembleTracy-Widom distribution

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20)

Related Items (2)

Some new characterizations of max domains of attraction of Fréchet and log-Fréchet laws under power normalization ⋮ On the domain of attraction of a Tracy-Widom law with applications to testing multiple largest roots

Uses Software

• DLMF

Cites Work

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