Abstract

We derive Painlevé-type expressions for the distribution of the mth 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 (1996). The results of Johnstone (2001) and Soshnikov (2002) imply the immediate relevance of our formulas for the mth largest eigenvalue of the appropriate Wishart distribution.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.