The Widom--Dyson constant for the gap probability in random matrix theory

DOI10.1016/j.cam.2005.12.040zbMath1116.15019arXivmath/0601535OpenAlexW2043591625MaRDI QIDQ875349

Xin Zhou, Percy A. Deift, Alexander R. Its, I. V. Krasovsky

Publication date: 13 April 2007

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0601535

zbMATH Keywords

trace-class operatorRiemann-Hilbert problemrandom matricesasymptotic expansionscorrelation functionsGaussian unitary ensembleWidom-Dyson constant

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52)

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