Probability and Stochastic Analysis - University of Bonn
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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]

arXiv: 0806.3410