Journal of Statistical Physics

, Volume 133, Issue 3, pp 405–415 | Cite as

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

  • Folkmar Bornemann
  • Patrik L. Ferrari
  • Michael Prähofer
Article

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.

Keywords

Random matrix theory Stochastic surface growth Airy processes Matrix diffusion 

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Copyright information

© Springer Science+Business Media, LLC 2008

Authors and Affiliations

  • Folkmar Bornemann
    • 1
  • Patrik L. Ferrari
    • 2
  • Michael Prähofer
    • 1
  1. 1.Technische Universität MünchenMunichGermany
  2. 2.Weierstrass Institute, WIASBerlinGermany

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