Numerical check that the gap Fredholm determinant of a modified exponential coordinates Bessel(0) kernel coincides with the standard Gumbel distribution.
-
Updated
Aug 11, 2021 - Mathematica
Numerical check that the gap Fredholm determinant of a modified exponential coordinates Bessel(0) kernel coincides with the standard Gumbel distribution.
Tracy--Widom GUE and GOE distributions in Mathematica using the Bornemann Fredholm method
Add a description, image, and links to the rmt topic page so that developers can more easily learn about it.
To associate your repository with the rmt topic, visit your repo's landing page and select "manage topics."