On orthogonal and symplectic matrix ensembles

被引:673
作者
Tracy, CA
Widom, H
机构
[1] UNIV CALIF DAVIS,INST THEORET DYNAM,DAVIS,CA 95616
[2] UNIV CALIF SANTA CRUZ,DEPT MATH,SANTA CRUZ,CA 95064
基金
美国国家科学基金会;
关键词
D O I
10.1007/BF02099545
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
The focus of this paper is on the probability, E(beta)(0;J), that a set J consisting of a finite union of intervals contains no eigenvalues for the finite N Gaussian Orthogonal (beta = 1) and Gaussian Symplectic (beta = 4) Ensembles and their respective scaling limits both in the bulk and at the edge of the spectrum. We show how these probabilities can be expressed in terms of quantities arising in the corresponding unitary (beta = 2) ensembles. Our most explicit new results concern the distribution of the largest eigenvalue in each of these ensembles. In the edge scaling limit we show that these largest eigenvalue distributions are given in terms of a particular Painleve II function.
引用
收藏
页码:727 / 754
页数:28
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