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- W2950998420 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 $M_0$ diagobal 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.
- W2950998420 created "2019-06-27" @default.
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- W2950998420 date "2005-10-10" @default.
- W2950998420 modified "2023-10-01" @default.
- W2950998420 title "From Gumbel to Tracy-Widom" @default.
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