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Universality of the distribution functions of random matrix theory

Craig A. Tracy·Harold Widom
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Abstract

This paper first surveys the connection of integrable systems of the Painleve type to various distribution functions appearing in Wigner-Dyson random matrix theory. A short discussion is then given of the appearance of these same distributions in other areas of mathematics.

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Craig A. Tracy, Harold Widom. 1999-01-06. Universality of the distribution functions of random matrix theory. https://arxiv.org/abs/solv-int/9901003

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