Journal
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
Volume 202, Issue 1, Pages 26-47Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.cam.2005.12.040
Keywords
random matrices; asymptotic expansions; correlation functions; Riemann-Hilbert problem
Categories
Ask authors/readers for more resources
In the bulk scaling limit for the Gaussian unitary ensemble in random matrix theory, the probability that there are no eigenvalues in the interval (0, 2s) is given by P-s = det(I - K-s), where Ks is the trace-class operator with kernel K-s(x, v) = sin/(x-y)/pi(x-y) acting on L-2(0, 2s). In the analysis of the asymptotic behavior of P-s as s -> infinity, there is particular interest in the constant term known as the Widom-Dyson constant. We present a new derivation of this constant, which can be adapted to calculate similar critical constants in other problems arising in random matrix theory. (c) 2006 Elsevier B.V. All rights reserved.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available