Stochastic Comparisons of Tracy–Widom $$\beta $$ β Distributions

Virginia Pedreira ()
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Virginia Pedreira: University of Toronto

Journal of Theoretical Probability, 2025, vol. 38, issue 1, 1-10

Abstract: Abstract We give a stochastic comparison and ordering of the Tracy–Widom distribution with parameter $$\beta $$ β . In particular, we show that as $$\beta $$ β grows, the Tracy–Widom random variables get smaller modulo a multiplicative coefficient.

Keywords: Stochastic comparison; $$\beta $$ β -ensembles; Tracy–Widom distribution; 60E15 (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1007/s10959-024-01381-x

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