Tracy-Widom Distributions for the Gaussian Orthogonal and Symplectic Ensembles Revisited: A Skew-Orthogonal Polynomials Approach
نویسندگان
چکیده
We study the distribution of largest eigenvalue in "Pfaffian" classical ensembles random matrix theory, namely Gaussian orthogonal (GOE) and symplectic (GSE) ensembles, using semi-classical skew-orthogonal polynomials, analogue to approach Nadal Majumdar (NM) for unitary ensemble (GUE). Generalizing techniques Adler, Forrester, Nagao van Moerbeke, "overlapping Pfaffian" identities due Knuth, we explicitly construct these polynomials terms studied by NM case GUE. With obtain expressions cumulative functions GOE GSE. Further, performing asymptotic analysis limit large size, an alternative derivation Tracy-Widom distributions This relies on a certain Pfaffian identity, proof which employs characterization Pfaffians perfect matchings link diagrams.
منابع مشابه
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ژورنال
عنوان ژورنال: Journal of Statistical Physics
سال: 2021
ISSN: ['0022-4715', '1572-9613']
DOI: https://doi.org/10.1007/s10955-020-02695-w