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

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  • Virginia Pedreira

    (University of Toronto)

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.

Suggested Citation

  • Virginia Pedreira, 2025. "Stochastic Comparisons of Tracy–Widom $$\beta $$ β Distributions," Journal of Theoretical Probability, Springer, vol. 38(1), pages 1-10, March.
    • Handle: RePEc:spr:jotpro:v:38:y:2025:i:1:d:10.1007_s10959-024-01381-x
    DOI: 10.1007/s10959-024-01381-x
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