Tracy-Widom distribution (Tracy-Widom 1994 *Comm Math Phys* 159, 151; 1996 *Comm Math Phys* 177, 727) is the limit law of the largest eigenvalue of an n x n random Hermitian matrix from the Gaussian ensembles after centring at 2 sqrt(n)…
Tracy-Widom distribution (Tracy-Widom 1994 *Comm Math Phys* 159, 151; 1996 *Comm Math Phys* 177, 727) is the limit law of the largest eigenvalue of an n x n random Hermitian matrix from the Gaussian ensembles after centring at 2 sqrt(n)…