The Tracy-Widom distribution at large Dyson index

Alain Comtet, Pierre Le Doussal, Naftali R. Smith

We study the Tracy-Widom (TW) distribution $f_{\hat{I}}^2(a)$ in the limit of large Dyson index ${\hat{I}}^2\to +\infty$. This distribution describes the fluctuations of the rescaled largest eigenva…