A simple derivation of the Tracy-Widom distribution of the maximal eigenvalue of a Gaussian unitary random matrix

Details A simple derivation of the Tracy-Widom distribution of the maximal eigenvalue of a Gaussian unitary random matrix A simple derivation of the Tracy-Widom distribution of the maximal eigenvalue of a Gaussian unitary random matrix

2011-02-03

arxiv.org/abs/1102.0738v3

J. Stat. Mech. (2011) P04001

Physics

Condensed Matter

Statistical Mechanics

2 figures

Scientific paper

10.1088/1742-5468/2011/04/P04001

In this paper, we first briefly review some recent results on the distribution of the maximal eigenvalue of a $(N\times N)$ random matrix drawn from Gaussian ensembles. Next we focus on the Gaussian Unitary Ensemble (GUE) and by suitably adapting a method of orthogonal polynomials developed by Gross and Matytsin in the context of Yang-Mills theory in two dimensions, we provide a rather simple derivation of the Tracy-Widom law for GUE. Our derivation is based on the elementary asymptotic scaling analysis of a pair of coupled nonlinear recursion relations. As an added bonus, this method also allows us to compute the precise subleading terms describing the right large deviation tail of the maximal eigenvalue distribution. In the Yang-Mills language, these subleading terms correspond to non-perturbative (in $1/N$ expansion) corrections to the two-dimensional partition function in the so called `weak' coupling regime.

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