Numerical check that the gap Fredholm determinant of a modified exponential coordinates Bessel(0) kernel coincides with the standard Gumbel distribution.
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Updated
Aug 11, 2021 - Mathematica
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tracy--widom
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Tracy--Widom GUE and GOE distributions in Mathematica using the Bornemann Fredholm method
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Updated
Dec 28, 2022 - Mathematica
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