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  • Search: subject:"Tracy–Widom distribution"
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Tracy–Widom distribution 2 Characteristic roots 1 Gaussian Orthogonal Ensemble 1 Interacting particle systems 1 KPZ universality class 1 Largest eigenvalue 1 Phase transition 1 Random matrix theory 1 Wishart matrices 1
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Article 2
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Barraquand, Guillaume 1 Chiani, Marco 1
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Journal of Multivariate Analysis 1 Stochastic Processes and their Applications 1
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RePEc 2
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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
We consider a q-TASEP model started from step initial condition where all but finitely many particles have speed 1 and a few particles are slower. It is shown in Ferrari and Veto (2013) that the rescaled particles position of q-TASEP with identical hopping rates obeys a limit theorem à la...
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
We derive efficient recursive formulas giving the exact distribution of the largest eigenvalue for finite dimensional real Wishart matrices and for the Gaussian Orthogonal Ensemble (GOE). In comparing the exact distribution with the limiting distribution of large random matrices, we also found...
Persistent link: https://www.econbiz.de/10010786416
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