JuliaMath / JuliaMath/RandomMatrices.jl

TracyWidom beta=4 seems off by a constant

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主要语言
Julia
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94
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41
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描述

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
```

贡献指南

这个仓库没有索引到贡献指南

调研方向

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.

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评估

技术栈
julia
领域
data
Issue 类型
缺陷
难度
4/5
预计耗时
3-5 天
活跃度
停滞
描述清晰度
需要澄清
新手友好度
35/100

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