Asymptotic independence of the extreme eigenvalues of Gaussian unitary ensemble

DOI10.1063/1.3290968zbMath1309.15052arXiv0902.3870OpenAlexW3102670849MaRDI QIDQ5246565

Folkmar A. Bornemann

Publication date: 21 April 2015

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

Full work available at URL: https://arxiv.org/abs/0902.3870

Mathematics Subject Classification ID

Nuclear physics (81V35) Eigenvalues, singular values, and eigenvectors (15A18) Strong interaction, including quantum chromodynamics (81V05) Quantum equilibrium statistical mechanics (general) (82B10) Random matrices (algebraic aspects) (15B52)

Related Items (6)

Average-case complexity without the black swans ⋮ PDEs SATISFIED BY EXTREME EIGENVALUES DISTRIBUTIONS OF GUE AND LUE ⋮ Approximation of rectangular beta-Laguerre ensembles and large deviations ⋮ Asymptotic expansions relating to the distribution of the length of longest increasing subsequences ⋮ Limiting distribution of maximal crossing and nesting of Poissonized random matchings ⋮ Large complex correlated Wishart matrices: fluctuations and asymptotic independence at the edges

Cites Work

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• On the numerical evaluation of Fredholm determinants
• On the Numerical Evaluation of Distributions in Random Matrix Theory: A Review
• Performance of Statistical Tests for Single-Source Detection Using Random Matrix Theory
• Traces and determinants of linear operators

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