Numerical study of higher order analogues of the Tracy–Widom distribution

DOI10.1090/conm/578/11468zbMath1318.35062arXiv1111.3527OpenAlexW2963976170MaRDI QIDQ5500658

Tom Claeys, Sheehan Olver

Publication date: 7 August 2015

Published in: Recent Advances in Orthogonal Polynomials, Special Functions, and Their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.3527

zbMATH Keywords

Tracy-Widom distributioncritical unitary random matrix ensembles

Mathematics Subject Classification ID

Boundary value problems in the complex plane (30E25) Numerical methods for integral transforms (65R10) Riemann-Hilbert problems in context of PDEs (35Q15) Painlevé-type functions (33E17)

Related Items (4)

Numerical solution of Riemann-Hilbert problems: random matrix theory and orthogonal polynomials ⋮ Top eigenvalue of a random matrix: large deviations and third order phase transition ⋮ Sampling unitary ensembles ⋮ Raney distributions and random matrix theory

This page was built for publication: Numerical study of higher order analogues of the Tracy–Widom distribution