JuliaMath / JuliaMath/RandomMatrices.jl
TracyWidom beta=4 seems off by a constant
- Dominant language
- Julia
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- 94
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- 41
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Description
I compared with TracyWidomBeta.jl and also the following random airy operator at beta=4
and those two matched. The code in this package is off by 1.14 or something, if it were the sqrt(2)
(1.41 not 1.14) I might have understood why. Perhaps something in the normalization?
Happy to understand better.
```
function stochastic(β,n)
h=n^-(1/3)
x=h:h:10
N=length(x)
d=(-2/h^2 .- x) + sqrt(4/(h*β))*randn(N) # diagonal
e=fill(1/h^2,N-1) # subdiagonal
eigmax(SymTridiagonal(d,e))
end
```
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Research direction
The issue names no repository file or test; start by locating the package's Tracy-Widom beta=4 implementation and comparing it with TracyWidomBeta.jl and the random airy operator shown. Reproduce the reported offset and inspect the normalization; done means explaining or correcting the discrepancy and confirming matching results.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- julia
- Domain
- data
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 35/100