Tracy-Widom at high temperature

DOI10.1007/s10955-014-1058-zzbMath1309.82019arXiv1312.1283OpenAlexW3103167906MaRDI QIDQ478410

Romain Allez, Laure Dumaz

Publication date: 3 December 2014

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

Full work available at URL: https://arxiv.org/abs/1312.1283

zbMATH Keywords

random matricesstochastic calculusextreme value theoryTracy-Widom distributionstochastic Airy operatorbeta-ensembles

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Random matrices (algebraic aspects) (15B52)

Related Items (9)

Poisson statistics at the edge of Gaussian beta-ensembles at high temperature ⋮ Exact lower-tail large deviations of the KPZ equation ⋮ Poisson statistics for matrix ensembles at large temperature ⋮ Localization crossover for the continuous Anderson Hamiltonian in 1-d ⋮ Random matrices in non-confining potentials ⋮ Localization of the continuous Anderson Hamiltonian in 1-d ⋮ Poisson statistics for Gibbs measures at high temperature ⋮ Large deviations principle for the largest eigenvalue of the Gaussian \(\beta \)-ensemble at high temperature ⋮ The stochastic Airy operator at large temperature

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