CDF for Tracy-Widom Distribution of Gaussian Unitary Ensemble
by Matthew Brenneman
29 Jun 2009
Table of CDF for Beta=2 TW: approxs CDF of max eval from complex central white wishart matrix.
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| File Information |
| Description |
This file contains a 2 x 495 array, which can be read directly using the MatLab "csvread" command.
Let
Z = standardized test statistic
CDF(Z) = cummulative distbtn function at Z
then
Z = array elements in (1,:) =[-3.9 : 0.01 : 2.49]
CDF(Z) = array elements in (2,:) which goes from 0.005479 to 999980.
Data taken from Andrei Bejan's thesis (with the author's permission) who performed these calculations: for further details see: http://www.cl.cam.ac.uk/~aib29/MScdssrtnWrwck.pdf |
| MATLAB release |
MATLAB 7.8 (R2009a)
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