Edgeworth Expansion of the Largest Eigenvalue Distribution Function of GUE Revisited

Details Edgeworth Expansion of the Largest Eigenvalue Distribution Function of GUE Revisited Edgeworth Expansion of the Largest Eigenvalue Distribution Function of GUE Revisited

2007-11-27

arxiv.org/abs/0711.4206v1

Physics

Mathematical Physics

Scientific paper

10.1063/1.2873345

We derive expansions of the resolvent Rn(x;y;t)=(Qn(x;t)Pn(y;t)-Qn(y;t)Pn(x;t))/(x-y) of the Hermite kernel Kn at the edge of the spectrum of the finite n Gaussian Unitary Ensemble (GUEn) and the finite n expansion of Qn(x;t) and Pn(x;t). Using these large n expansions, we give another proof of the derivation of an Edgeworth type theorem for the largest eigenvalue distribution function of GUEn. We conclude with a brief discussion on the derivation of the probability distribution function of the corresponding largest eigenvalue in the Gaussian Orthogonal Ensemble (GOEn) and Gaussian Symplectic Ensembles (GSEn).

Affiliated with

Also associated with

No associations

Rating

Edgeworth Expansion of the Largest Eigenvalue Distribution Function of GUE Revisited does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Edgeworth Expansion of the Largest Eigenvalue Distribution Function of GUE Revisited, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Edgeworth Expansion of the Largest Eigenvalue Distribution Function of GUE Revisited will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-686338