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A simple derivation of the Tracy–Widom distribution of the maximal eigenvalue of a Gaussian unitary random matrix - MaRDI portal

A simple derivation of the Tracy–Widom distribution of the maximal eigenvalue of a Gaussian unitary random matrix

From MaRDI portal
Publication:3301240

DOI10.1088/1742-5468/2011/04/P04001zbMath1456.60025arXiv1102.0738MaRDI QIDQ3301240

Satya N. Majumdar, Celine Nadal

Publication date: 11 August 2020

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.0738



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