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math-ph2008★ 42 cited
The Airy_1 process is not the limit of the largest eigenvalue in GOE matrix diffusion
Folkmar Bornemann, Patrik L. Ferrari, Michael Prähofer
Using a systematic approach to evaluate Fredholm determinants numerically, we provide convincing evidence that the Airy_1-process, arising as a limit law in stochastic surface grow…
math.NA2008★ 286 cited
On the Numerical Evaluation of Fredholm Determinants
Folkmar Bornemann
Some significant quantities in mathematics and physics are most naturally expressed as the Fredholm determinant of an integral operator, most notably many of the distribution funct…