The Tracy–Widom distribution is a probability distribution from random matrix theory introduced by Craig Tracy and Harold Widom (1993, 1994). It is the distribution of the normalized largest eigenvalue of a random Hermitian matrix.
The Tracy–Widom distribution is a probability distribution from random matrix theory introduced by Craig Tracy and Harold Widom (1993, 1994). It is the distribution of the normalized largest eigenvalue of a random Hermitian matrix.
Source: Wikipedia "Tracy–Widom distribution" · CC BY-SA 4.0
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