On an Airy Function of Two Variables II

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منابع مشابه

Airy Kernel and Painlevé II

We prove that the distribution function of the largest eigenvalue in the Gaussian Unitary Ensemble (GUE) in the edge scaling limit is expressible in terms of Painlevé II. Our goal is to concentrate on this important example of the connection between random matrix theory and integrable systems, and in so doing to introduce the newcomer to the subject as a whole. We also give sketches of the resu...

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ژورنال

عنوان ژورنال: Tokyo Journal of Mathematics

سال: 2003

ISSN: 0387-3870

DOI: 10.3836/tjm/1244208608