CDF for Tracy-Widom Distribution of Gaussian Unitary Ensemble

Table of CDF for Beta=2 TW: approxs CDF of max eval from complex central white wishart matrix.

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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

Cite As

Matthew Brenneman (2026). CDF for Tracy-Widom Distribution of Gaussian Unitary Ensemble (https://www.mathworks.com/matlabcentral/fileexchange/24590-cdf-for-tracy-widom-distribution-of-gaussian-unitary-ensemble), MATLAB Central File Exchange. Retrieved .

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.0.0.0