On an Airy Function of Two Variables II
نویسندگان
چکیده
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