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  • Search: subject:"Tracy–Widom"
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Subject
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Random matrix theory 2 Tracy–Widom distribution 2 Batch completion time 1 Characteristic roots 1 Financial covariances 1 Gaussian Orthogonal Ensemble 1 Interacting particle systems 1 KPZ universality class 1 Largest eigenvalue 1 Local statistics 1 Phase transition 1 Power law 1 Production control 1 Produktionssteuerung 1 Queueing 1 Queueing theory 1 Random matrix 1 Scheduling problem 1 Scheduling-Verfahren 1 Tandem queues 1 Terminplanung 1 Time scheduling 1 Tracy-Widom 1 Tracy–Widom 1 Warteschlangentheorie 1 Wigner’s surmise 1 Wishart matrices 1
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Undetermined 4
Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 3 English 1
Author
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Akemann, G. 1 Barraquand, Guillaume 1 Chiani, Marco 1 Fischmann, J. 1 Pugatch, Rami 1 Sagron, Ruth 1 Vivo, P. 1
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Published in...
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European journal of operational research : EJOR 1 Journal of Multivariate Analysis 1 Physica A: Statistical Mechanics and its Applications 1 Stochastic Processes and their Applications 1
Source
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RePEc 3 ECONIS (ZBW) 1
Showing 1 - 4 of 4
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Universal distribution of batch completion times and time-cost tradeoff in a production line with arbitrary buffer size
Sagron, Ruth; Pugatch, Rami - In: European journal of operational research : EJOR 293 (2021) 3, pp. 980-989
Persistent link: https://www.econbiz.de/10012533796
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A phase transition for q-TASEP with a few slower particles
Barraquand, Guillaume - In: Stochastic Processes and their Applications 125 (2015) 7, pp. 2674-2699
identical hopping rates obeys a limit theorem à la Tracy–Widom. We adapt this work to the case of different hopping rates and …
Persistent link: https://www.econbiz.de/10011264613
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Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy–Widom distribution
Chiani, Marco - In: Journal of Multivariate Analysis 129 (2014) C, pp. 69-81
distribution of large random matrices, we also found that the Tracy–Widom law can be approximated by a properly scaled and shifted …
Persistent link: https://www.econbiz.de/10010786416
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Universal correlations and power-law tails in financial covariance matrices
Akemann, G.; Fischmann, J.; Vivo, P. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 13, pp. 2566-2579
Tracy–Widom distribution and Wigner surmise, respectively. This suggests a strong degree of robustness especially in the low …
Persistent link: https://www.econbiz.de/10010590924
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