RIGHT TAIL ASYMPTOTIC EXPANSION OF TRACY–WIDOM BETA LAWS
RIGHT TAIL ASYMPTOTIC EXPANSION OF TRACY–WIDOM BETA LAWS
Using loop equations, we compute the large deviation function of the maximum eigenvalue to the right of the spectrum in the Gaussian β matrix ensembles, to all orders in 1/N. We then give a physical derivation of the all order asymptotic expansion of the right tail of Tracy–Widom β laws, …