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math.PR2011
Finite n Largest Eigenvalue Probability Distribution Function of Gaussian Ensembles
Leonard N. Choup
In this paper we focus on the finite n probability distribution function of the largest eigenvalue in the classical Gaussian Ensemble of n by n matrices (GEn). We derive the finite…
math.PR2011
On Painleve Related Functions Arising in Random Matrix Theory
Leonard N. Choup
In deriving large n probability distribution function of the rightmost eigenvalue from the classical Random Matrix Theory Ensembles, one is faced with que question of finding large…