WIAS Preprint No. 1345, (2008)

The Airy$_1$ process is not the limit of the largest eigenvalue in GOE matrix diffusion



Authors

  • Bornemann, Folkmar
  • Ferrari, Patrik
  • Prähofer, Michael

2010 Mathematics Subject Classification

  • 82C22 60K35

Keywords

  • KPZ class, Random Matrices, Airy processes

Abstract

Using a systematic approach to evaluate Fredholm determinants numerically, we provide convincing evidence that the Airy$_1$-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

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