Edgeworth expansion of the largest eigenvalue distribution function of Gaussian orthogonal ensemble

DOI10.1063/1.3046561zbMath1200.82029arXiv0801.2620OpenAlexW3103958597MaRDI QIDQ3650885

Leonard N. Choup

Publication date: 7 December 2009

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0801.2620

zbMATH Keywords

matrix algebraGaussian processesprobabilityrandom processeseigenvalues and eigenfunctionsfunctional analysis

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items (3)

Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices ⋮ Asymptotic expansions relating to the distribution of the length of longest increasing subsequences ⋮ Fast approach to the tracy-widom law at the edge of GOE and GUE

Cites Work

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• Level-spacing distributions and the Airy kernel
• Fredholm determinants, differential equations and matrix models
• Correlation functions, cluster functions, and spacing distributions for random matrices
• On orthogonal and symplectic matrix ensembles
• Asymptotic form of the density profile for Gaussian and Laguerre random matrix ensembles with orthogonal and symplectic symmetry
• Edgeworth expansion of the largest eigenvalue distribution function of Gaussian unitary ensemble revisited
• On the distribution of the length of the longest increasing subsequence of random permutations

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