Gap probabilities for edge intervals in finite Gaussian and Jacobi unitary matrix ensembles

DOI10.1088/0951-7715/13/5/302zbMath0970.15019arXivmath-ph/0008032OpenAlexW1966696508MaRDI QIDQ4515394

Christopher M. Cosgrove, Nicholas S. Witte, Peter J. Forrester

Publication date: 15 October 2001

Published in: Nonlinearity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math-ph/0008032

zbMATH Keywords

eigenvalue distributionrandom matricesspectrumPainlevé transcendentsGaussian unitary ensemblenonlinear ordinary differential equationsgap probabilitiessymmetric Jacobi unitary ensemble

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) Random matrices (algebraic aspects) (15B52)

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