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The Airy1 process is not the limit of the largest eigenvalue in GOE matrix diffusion

F. Bornemann, P. L. Ferrari, M. Prähofer

J. Stat. Phys. 133, 405-415 (2008)

DOI: 10.1007/s10955-007-9383-0 Pfeil math-ph/0806.3410 Pfeil
MathSciNet: MR2448629 Pfeil

Abstract: 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.