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The Airy1 Process is not the Limit of the Largest Eigenvalue in GOE Matrix Diffusion

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Abstract

Using a systematic approach to evaluate Fredholm determinants numerically, we provide convincing evidence that the Airy1-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.

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Authors and Affiliations

  1. Technische Universität München, Munich, Germany

    Folkmar Bornemann & Michael Prähofer

  2. Weierstrass Institute, WIAS, Berlin, Germany

    Patrik L. Ferrari

Authors
  1. Folkmar Bornemann
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  2. Patrik L. Ferrari
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  3. Michael Prähofer
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Correspondence to Michael Prähofer.

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Bornemann, F., Ferrari, P.L. & Prähofer, M. The Airy1 Process is not the Limit of the Largest Eigenvalue in GOE Matrix Diffusion. J Stat Phys 133, 405–415 (2008). https://doi.org/10.1007/s10955-008-9621-0

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  • DOI: https://doi.org/10.1007/s10955-008-9621-0

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