{"paper":{"title":"Top eigenvalue of a random matrix: large deviations and third order phase transition","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["cond-mat.dis-nn","math-ph","math.MP","math.PR"],"primary_cat":"cond-mat.stat-mech","authors_text":"Gregory Schehr, Satya N. Majumdar","submitted_at":"2013-11-04T03:50:22Z","abstract_excerpt":"We study the fluctuations of the largest eigenvalue $\\lambda_{\\max}$ of $N \\times N$ random matrices in the limit of large $N$. The main focus is on Gaussian $\\beta$-ensembles, including in particular the Gaussian orthogonal ($\\beta=1$), unitary ($\\beta=2$) and symplectic ($\\beta = 4$) ensembles. The probability density function (PDF) of $\\lambda_{\\max}$ consists, for large $N$, of a central part described by Tracy-Widom distributions flanked, on both sides, by two large deviations tails. While the central part characterizes the typical fluctuations of $\\lambda_{\\max}$ -- of order ${\\cal O}(N^"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1311.0580","kind":"arxiv","version":4},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}