2 research outputs found
Large deviations of the maximal eigenvalue of random matrices
We present detailed computations of the 'at least finite' terms (three
dominant orders) of the free energy in a one-cut matrix model with a hard edge
a, in beta-ensembles, with any polynomial potential. beta is a positive number,
so not restricted to the standard values beta = 1 (hermitian matrices), beta =
1/2 (symmetric matrices), beta = 2 (quaternionic self-dual matrices). This
model allows to study the statistic of the maximum eigenvalue of random
matrices. We compute the large deviation function to the left of the expected
maximum. We specialize our results to the gaussian beta-ensembles and check
them numerically. Our method is based on general results and procedures already
developed in the literature to solve the Pastur equations (also called "loop
equations"). It allows to compute the left tail of the analog of Tracy-Widom
laws for any beta, including the constant term.Comment: 62 pages, 4 figures, pdflatex ; v2 bibliography corrected ; v3 typos
corrected and preprint added ; v4 few more numbers adde
A simple derivation of the Tracy-Widom distribution of the maximal eigenvalue of a Gaussian unitary random matrix
In this paper, we first briefly review some recent results on the
distribution of the maximal eigenvalue of a random matrix drawn
from Gaussian ensembles. Next we focus on the Gaussian Unitary Ensemble (GUE)
and by suitably adapting a method of orthogonal polynomials developed by Gross
and Matytsin in the context of Yang-Mills theory in two dimensions, we provide
a rather simple derivation of the Tracy-Widom law for GUE. Our derivation is
based on the elementary asymptotic scaling analysis of a pair of coupled
nonlinear recursion relations. As an added bonus, this method also allows us to
compute the precise subleading terms describing the right large deviation tail
of the maximal eigenvalue distribution. In the Yang-Mills language, these
subleading terms correspond to non-perturbative (in expansion)
corrections to the two-dimensional partition function in the so called `weak'
coupling regime.Comment: 2 figure