Tracy–Widom method for Jánossy density and joint distribution of extremal eigenvalues of random matrices

DOI10.1093/PTEP/PTAB123zbMath1480.60130arXiv2109.00790OpenAlexW3207806489MaRDI QIDQ5021736

Shinsuke M. Nishigaki

Publication date: 14 January 2022

Published in: Progress of Theoretical and Experimental Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.00790

zbMATH Keywords

determinantal point processAiry kernelsBessel kernelsJánossy densityTracy-Widom method

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Nonautonomous Hamiltonian dynamical systems (Painlevé equations, etc.) (37J65)

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