The right tail exponent of the Tracy-Widom \(\beta\) distribution

DOI10.1214/11-AIHP475zbMath1278.60012arXiv1102.4818MaRDI QIDQ376680

Bálint Virág, Laure Dumaz

Publication date: 19 November 2013

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.4818

zbMATH Keywords

Tracy-Widom distributionstochastic Airy operatorbeta ensembles

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random operators and equations (aspects of stochastic analysis) (60H25) Large deviations (60F10)

Related Items (20)

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Cites Work

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• Topological expansion of the \(\beta\)-ensemble model and quantum algebraic geometry in the sectorwise approach
• Large gaps between random eigenvalues
• Level-spacing distributions and the Airy kernel
• On orthogonal and symplectic matrix ensembles
• Beta ensembles, stochastic Airy spectrum, and a diffusion
• Statistical Theory of the Energy Levels of Complex Systems. I
• Some eigenvalue distribution functions of the Laguerre ensemble
• Matrix models for beta ensembles

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