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- W2004226321 abstract "The Tracy-Widom distribution that has been much studied in recent years can be thought of as an extreme value distribution. We discuss interpolation between the classical extreme value distribution exp( − exp( − x)), the Gumbel distribution, and the Tracy-Widom distribution. There is a family of determinantal processes whose edge behaviour interpolates between a Poisson process with density exp( − x) and the Airy kernel point process. This process can be obtained as a scaling limit of a grand canonical version of a random matrix model introduced by Moshe, Neuberger and Shapiro. We also consider the deformed GUE ensemble, $$M=M_0+sqrt{2S} V$$ , with M 0 diagonal with independent elements and V from GUE. Here we do not see a transition from Tracy-Widom to Gumbel, but rather a transition from Tracy-Widom to Gaussian." @default.
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- W2004226321 date "2006-06-30" @default.
- W2004226321 modified "2023-10-16" @default.
- W2004226321 title "From Gumbel to Tracy-Widom" @default.
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- W2004226321 doi "https://doi.org/10.1007/s00440-006-0012-7" @default.
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