Low-temperature random matrix theory at the soft edge

DOI10.1063/1.4874109zbMath1296.82023OpenAlexW2095228872MaRDI QIDQ5171411

Alan Edelman, Brian D. Sutton, Per-Olof Persson

Publication date: 26 July 2014

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

Full work available at URL: https://semanticscholar.org/paper/e33d77cddbde53d1609615adbd558b6f4a4e4fe7

zbMATH Keywords

diffusionboundary value problemrandom matrix theoryextreme eigenvaluecumulative distribution functionsstatistics for low-temperature

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Statistical thermodynamics (82B30)

Uses Software

• DLMF

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Limits of spiked random matrices. II
• Limits of spiked random matrices. I
• Sturm sequences and random eigenvalue distributions
• Perturbation theory for linear operators.
• On orthogonal and symplectic matrix ensembles
• Eigenvalues of Hermite and Laguerre ensembles: large beta asymptotics
• From random matrices to stochastic operators
• Beta ensembles, stochastic Airy spectrum, and a diffusion
• Statistical Theory of the Energy Levels of Complex Systems. I
• Eigenvalues and Condition Numbers of Random Matrices
• Matrix models for beta ensembles
• On the Numerical Evaluation of Distributions in Random Matrix Theory: A Review

This page was built for publication: Low-temperature random matrix theory at the soft edge