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The Tracy-Widom beta distribution is the large dimensional limit of the top eigenvalue of beta random matrix ensembles.
Statistical theory of the energy levels of complex systems. II, J. Mathematical Phys
Dyson, F. J. (1962) · 1962
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Level-spacing distributions and the Airy kernel, Comm. Math. Phys
Tracy, C. A. and Widom, H. (1994) · 1994
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Some eigenvalue distribution functions of the Laguerre ensemble, J. Phys. A
Chen, Y. and Manning, S. M. (1996) · 1996
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On orthogonal and symplectic matrix ensembles, Comm. Math. Phys
Tracy, C. A. and Widom, H. (1996) · 1996
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Matrix models for beta ensembles, J. Math. Phys
Dumitriu, I. and Edelman, A. (2002) · 2002
Cited alongside, same era.
Asymptotics of tracy widom distribution functions. http://www.cirm.univ-mrs.fr/videos/2006/exposes/28/Baik.pdf
Baik, J. (2006) · 2006
Cited alongside, same era.
Beta ensembles, stochastic Airy spectrum, and a diffusion, J. Amer. Math. Soc
Ramírez, J. A., Rider, B. and Virág, B. (2006) · 2006
Cited alongside, same era.
Large deviations of the maximal eigenvalue of random matrices, ArXiv e-prints
Borot, G., Eynard, B., Majumdar, S. N. and Nadal, C. (2010) · 2010
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Topological expansion of beta-ensemble model and quantum algebraic geometry in the sectorwise approach, ArXiv e-prints
Chekhov, L. O., Eynard, B. and Marchal, O. (2010) · 2010
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Large gaps between random eigenvalues, Ann. Probab
Valkó, B. and Virág, B. (2010) · 2010
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