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The Airy_1 process is not the limit of the largest eigenvalue in GOE matrix diffusion

by: Folkmar Bornemann, Patrik L Ferrari, Michael Prähofer
(20 Jun 2008)


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Using a systematic approach to evaluate Fredholm determinants numerically, we provide convincing evidence that the Airy_1-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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