Distribution functions for largest eigenvalues and their applications
classification
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math.MP
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distributionfunctionfunctionslargestapplicationsarisingbelievedcertain
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It is now believed that the limiting distribution function of the largest eigenvalue in the three classic random matrix models GOE, GUE and GSE describe new universal limit laws for a wide variety of processes arising in mathematical physics and interacting particle systems. These distribution functions, expressed in terms of a certain Painlev\'e II function, are described and their occurences surveyed.
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