Universality of the distribution functions of random matrix theory
- Author(s): Tracy, Craig A.;
- Widom, Harold
- et al.
Published Web Locationhttps://arxiv.org/pdf/solv-int/9901003.pdf
This paper first surveys the connection of integrable systems of the Painleve type to various distribution functions appearing in Wigner-Dyson random matrix theory. A short discussion is then given of the appearance of these same distributions in other areas of mathematics.