Madame Tracy and Widom (Craig Tracy and Harold Widom)

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Craig Tracy and Harold Widom are mathematical physicists best known for their foundational work on random matrix theory, including the Tracy–Widom distribution that describes the statistics of extreme eigenvalues.

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Predicate Object
instanceOf eigenvalue distribution
limiting distribution
mathematical physicist
mathematical physicist
person
person
probability distribution
appliesTo Gaussian Orthogonal Ensemble
Gaussian Symplectic Ensemble
Gaussian Unitary Ensemble
coAuthorWith Craig Tracy
Harold Widom
countryOfCitizenship United States of America
United States of America
describes statistics of extreme eigenvalues of random matrices
fieldOfWork mathematical physics
mathematical physics
probability theory
probability theory
random matrix theory
random matrix theory
hasResearchArea integrable systems
integrable systems
operator theory
operator theory
knownFor Tracy–Widom distribution
Tracy–Widom distribution
random matrix theory
random matrix theory
namedAfter Craig Tracy
Harold Widom
notableWork Tracy–Widom distribution
Tracy–Widom distribution
relatedTo edge scaling limit in random matrix theory
extreme value statistics
largest eigenvalue of random matrices
usedIn combinatorics
growth processes
last passage percolation
longest increasing subsequence problems
probability theory
random matrix theory
statistical physics

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random matrix theory developedBy Madame Tracy and Widom (Craig Tracy and Harold Widom)