Browsing by Author "Bornemann, Folkmar"

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    The Airy1 process is not the limit of the largest eigenvalue in GOE matrix diffusion
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2008) Bornemann, Folkmar; Ferrari, Patrik; Prähofer, Michael
    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