The Tracy-Widom distribution is not infinitely divisible

Dominguez-Molina, JA

Dominguez-Molina, JA (reprint author), Univ Autonoma Sinaloa, Fac Ciencias Fisicomatemat, Culiacan Rosales, Sin, Mexico.

STATISTICS & PROBABILITY LETTERS, 2017; 123 ( ): 56

Abstract

The classical infinite divisibility of distributions related to eigenvalues of some random matrix ensembles is investigated. It is proved that the bet......

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