2002/10/31 by Craig A. Tracy, Harold Widom · 3 citations
Physics and Astronomy · Mathematics · #math-ph #math.MP #msc:82D30 #msc:60K37
published as Proceedings of the ICM, Beijing 2002, vol. 1, 587--596
arxiv created 2002/12/01 · arxiv updated 2009/11/30
It is now believed that the limiting distribution function of the largest eigenvalue in the three classic random matrix models GOE, GUE and GSE describe new universal limit laws for a wide variety of processes arising in mathematical physics and interacting particle systems. These distribution functions, expressed in terms of a certain Painlevé II function, are described and their occurences surveyed.