Distribution Functions for Edge Eigenvalues in Orthogonal and Symplectic Ensembles: Painlev<metaTags></metaTags>#x27;e Representations II
Skip to main content
eScholarship
Open Access Publications from the University of California

Department of Mathematics

Graduate bannerUC Davis

Distribution Functions for Edge Eigenvalues in Orthogonal and Symplectic Ensembles: Painlev e Representations II

Published Web Location

https://arxiv.org/pdf/math/0506586.pdf
No data is associated with this publication.
Abstract

We derive Painlev e--type expressions for the distribution of the $m^{th}$ largest eigenvalue in the Gaussian Orthogonal and Symplectic Ensembles in the edge scaling limit. This work generalizes to general $m$ the $m=1$ results of Tracy and Widom [23]. The results of Johnstone and Soshnikov (see [15], [19]) imply the immediate relevance of our formulas for the $m^{th}$ largest eigenvalue of the appropriate Wishart distribution.

Item not freely available? Link broken?
Report a problem accessing this item