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TracyWidom beta=4 seems off by a constant #83

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alanedelman opened this issue Nov 7, 2024 · 1 comment
Open

TracyWidom beta=4 seems off by a constant #83

alanedelman opened this issue Nov 7, 2024 · 1 comment

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@alanedelman
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I compared with TracyWidomBeta.jl and also the following random airy operator at beta=4
and those two matched. The code in this package if 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 normalzation?
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
@dlfivefifty
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I suspect the code is still what @jiahao wrote a decade ago.... so I don't know if anyone will remember why

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