Functional form for the leading correction to the distribution of the largest eigenvalue in the GUE and LUE

DOI10.1063/1.5016347zbMath1407.60007arXiv1710.07387OpenAlexW3105509086MaRDI QIDQ4565450

Allan K. Trinh, Peter J. Forrester

Publication date: 12 June 2018

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

Full work available at URL: https://arxiv.org/abs/1710.07387

zbMATH Keywords

Gaussian unitary ensembleLaguerre unitary ensemblecomplex Hermitian random matrix

Mathematics Subject Classification ID

Gaussian processes (60G15) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Related Items

Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices, Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices, Quantitative Tracy-Widom laws for the largest eigenvalue of generalized Wigner matrices, Finite size corrections relating to distributions of the length of longest increasing subsequences, Optimal soft edge scaling variables for the Gaussian and Laguerre even \(\beta\) ensembles, Asymptotic correlations with corrections for the circular Jacobi \(\beta\)-ensemble, Differential identities for the structure function of some random matrix ensembles, Leading corrections to the scaling function on the diagonal for the two-dimensional Ising model, Relations between moments for the Jacobi and Cauchy random matrix ensembles, Linear differential equations for the resolvents of the classical matrix ensembles

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