The Airy1 Process is not the Limit of the Largest Eigenvalue in GOE Matrix Diffusion

被引：33

作者：

Bornemann, Folkmar ^{[1
]}

Ferrari, Patrik L. ^{[2
]}

Praehofer, Michael ^{[1
]}

机构：

[1] Tech Univ Munich, Munich, Germany

[2] WIAS, Weierstrass Inst, Berlin, Germany

来源：

JOURNAL OF STATISTICAL PHYSICS | 2008年 / 133卷 / 03期

关键词：

Random matrix theory; Stochastic surface growth; Airy processes; Matrix diffusion;

D O I：

10.1007/s10955-008-9621-0

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

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 growth, is not the limit law for the evolution of the largest eigenvalue in GOE matrix diffusion.

引用

收藏

页码：405 / 415

页数：11

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