Edgeworth expansion of the largest eigenvalue distribution function of GUE and LUE

International Mathematics Research Notices

Volumn 2006, Issue , 2006, Pages

  Choup, Leonard N ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33746874136     PISSN: 10737928     EISSN: 16870247     Source Type: Journal    
DOI: 10.1155/IMRN/2006/61049     Document Type: Article

References (9)

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4. T. M. Garoni P. J. Forrester N. E. Frankel Asymptotic corrections to the eigenvalue density of the GUE and LUE. http://arxiv.org/abs/math-ph/0504053
5. I. M. Johnstone On the distribution of the largest eigenvalue in principal components analysis. The Annals of Statistics 29 2001 2 295 327
6. F. W. J. Olver Asymptotics and Special Functions. Academic Press New York 1974 xvi+572
7. G. Szegö Orthogonal Polynomials. 3rd American Mathematical Society Colloquium Publications Providence Rhode Island 1953 23
8. C. A. Tracy H. Widom Fredholm determinants, differential equations and matrix models. Communications in Mathematical Physics 163 1994 1 33 72
9. C. A. Tracy H. Widom L. I. Tatsien Distribution functions for largest eigenvalues and their applications. Proceedings of the International Congress of Mathematicians, Vol. I (Beijing, 2002) 587 596 Higher Education Press Beijing 2002