From Gumbel to Tracy-Widom
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Analysis
Link
http://link.springer.com/content/pdf/10.1007/s00440-006-0012-7.pdf
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4. Forrester P.J. (1993). Statistical properties of the eigenvalue motion of Hermitian matrices. Phys. Lett. A 173: 355–359
5. Forrester P.J., Nagao T. (1998). Correlations for the circular Dyson Brownian motion model with Poisson initial conditions. Nuclear Phys. B 532: 733–752
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