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most citedEdgeworth Expansion of the Largest Eigenvalue Distribution Function of GOE

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math.PR2006

Edgeworth Expansion of the Largest Eigenvalue Distribution Function of GUE and LUE

Leonard N. Choup

We derive expansions of the Hermite and Laguerre kernels at the edge of the spectrum of the finite n Gaussian Unitary Ensemble (GUEn) and the finite n Laguerre Unitary Ensem- ble (…