Tracy-Widom distribution was rst discovered in the study of largest eigenvalues of high dimensional Gaussian unitary ensembles(GUE),and since then it has appeared in a number of apparently distinct research elds.It is...Tracy-Widom distribution was rst discovered in the study of largest eigenvalues of high dimensional Gaussian unitary ensembles(GUE),and since then it has appeared in a number of apparently distinct research elds.It is believed that Tracy-Widom distribution have a universal feature like classic normal distribution.Airy2 process is de ned through nite dimensional distributions with Tracy-Widom distribution as its marginal distributions.In this introductory survey,we will briey review some basic notions,intuitive background and fundamental properties concerning Tracy-Widom distribution and Airy2 process.For sake of reading,the paper starts with some simple and well-known facts about normal distributions,Gaussian processes and their sample path properties.展开更多
基金the National Natural Science Foundation of China(11731012,11871425)Fundamental Research Funds for Central Universities grant(2020XZZX002-03).
文摘Tracy-Widom distribution was rst discovered in the study of largest eigenvalues of high dimensional Gaussian unitary ensembles(GUE),and since then it has appeared in a number of apparently distinct research elds.It is believed that Tracy-Widom distribution have a universal feature like classic normal distribution.Airy2 process is de ned through nite dimensional distributions with Tracy-Widom distribution as its marginal distributions.In this introductory survey,we will briey review some basic notions,intuitive background and fundamental properties concerning Tracy-Widom distribution and Airy2 process.For sake of reading,the paper starts with some simple and well-known facts about normal distributions,Gaussian processes and their sample path properties.
