Abstract of "The Airy1 process is not the limit of the largest eigenvalue in GOE matrix diffusion"
with Folkmar Bornemann and Michael Prähofer.
Using a systematic approach to evaluate Fredholm determinants numerically, we provide convincing evidence that the Airy1 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.
Postscript file: [PS]
PDF file: [PDF]