The Airy_1 process is not the limit of the largest eigenvalue in GOE matrix diffusion

Physics – Mathematical Physics

Scientific paper

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14 pages, 3 figures

Scientific paper

10.1007/s10955-008-9621-0

Using a systematic approach to evaluate Fredholm determinants numerically, we
provide convincing evidence that the Airy_1-process, arising as a limit law in
stochastic surface growth, is not the limit law for the evolution of the
largest eigenvalue in GOE matrix diffusion.

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