Finite N corrections to the limiting distribution of the smallest eigenvalue of Wishart complex matrices

DOI10.1142/S2010326316500015zbMath1381.15031arXiv1506.02387OpenAlexW3101308401MaRDI QIDQ2800839

Anthony Perret, Grégory Schehr

Publication date: 18 April 2016

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.02387

zbMATH Keywords

random matricesFredholm operatorPainlevé equationssemi-classical orthogonal polynomialsWishart matricesextreme eigenvalue

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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