BannerHauptseite TUMHauptseite LehrstuhlMathematik SchriftzugHauptseite LehrstuhlHauptseite Fakultät

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.