Edgeworth Expansion of the Largest Eigenvalue Distribution Function of GUE Revisited

Abstract

We derive expansions of the resolvent Rn(x;y;t)=(Qn(x;t)Pn(y;t)-Qn(y;t)Pn(x;t))/(x-y) of the Hermite kernel Kn at the edge of the spectrum of the finite n Gaussian Unitary Ensemble (GUEn) and the finite n expansion of Qn(x;t) and Pn(x;t). Using these large n expansions, we give another proof of the derivation of an Edgeworth type theorem for the largest eigenvalue distribution function of GUEn. We conclude with a brief discussion on the derivation of the probability distribution function of the corresponding largest eigenvalue in the Gaussian Orthogonal Ensemble (GOEn) and Gaussian Symplectic Ensembles (GSEn).

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Cited by in corpus (4)

• Fast approach to the Tracy-Widom law at the edge of GOE and GUE
• Limiting distribution of maximal crossing and nesting of Poissonized random matchings
• Asymptotic Independence of the Extreme Eigenvalues of GUE
• Edgeworth Expansion of the Largest Eigenvalue Distribution Function of GOE