Right tail expansion of Tracy-Widom beta laws

Details Right tail expansion of Tracy-Widom beta laws Right tail expansion of Tracy-Widom beta laws

2011-11-11

arxiv.org/abs/1111.2761v1

Physics

Mathematical Physics

23 pages

Scientific paper

Using loop equations, we compute the large deviation function of the maximum
eigenvalue to the right of the spectrum in the Gaussian beta matrix ensembles,
to all orders in 1/N. We then give a physical derivation of the all order
asymptotic expansion of the right tail Tracy-Widom beta laws, for all positive
beta, by studying the double scaling limit.

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