Stochastic comparisons of Tracy-Widom β distributions
Abstract
We give a stochastic comparison and ordering of the Tracy-Widom distribution with parameter β. In particular, we show that as β grows, the Tracy-Widom random variables get smaller modulo a multiplicative coefficient.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.