Distribution Functions for Edge Eigenvalues in Orthogonal and Symplectic Ensembles: Painlevé Representations
نویسنده
چکیده
We derive Painlevé–type expressions for the distribution of the m largest eigenvalue in the Gaussian Orthogonal and Symplectic Ensembles in the edge scaling limit. The work of Johnstone and Soshnikov (see [7], [10]) implies the immediate relevance of our formulas for the m largest eigenvalue of the appropriate Wishart distribution.
منابع مشابه
Distribution Functions for Edge Eigenvalues in Orthogonal and Symplectic Ensembles: Painlevé Representations
X iv :m at h/ 05 06 58 6v 2 [ m at h. PR ] 5 J ul 2 00 5 Distribution Functions for Edge Eigenvalues in Orthogonal and Symplectic Ensembles: Painlevé Representations By MOMAR DIENG B.A. (Macalester College, St Paul) 2000 M.A. (University of California, Davis) 2001 DISSERTATION Submitted in partial satisfaction of the requirements for the degree of DOCTOR OF PHILOSOPHY in MATHEMATICS in the OFFI...
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