On the numerical evaluation of Fredholm determinants

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On the numerical evaluation of Fredholm determinants
Some significant quantities in mathematics and physics are most naturally expressed as the Fredholm determinant of an integral operator, most notably many of the distribution functions in random matrix theory. Though their numerical values are of interest, there is no systematic numerical treatment of Fredholm determinants to be found in the literature. Instead, the few numerical evaluations that are available rely on eigenfunction expansions of the operator, if expressible in terms of special functions, or on alternative, numerically more straightforwardly accessible analytic expressions, e.g., in terms of Painlev
Folkmar Bornemann
Added 20 May 2011
Updated 20 May 2011
Type Journal
Year 2010
Where MOC
Authors Folkmar Bornemann
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