Modelling Complex Systems – Tracy-Widom Distributions

Many thanks to Peter Urbani for bringing this article to my attention.

“Whereas “uncorrelated” random variables such as test scores splay out into the bell-shaped Gaussian distribution, interacting species, financial stocks and other “correlated” variables give rise to a more complicated statistical curve. Steeper on the left than the right, the curve has a shape that depends on N, the number of variables.”

At the Far Ends of a New Universal Law


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