Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On the Numerical Evaluation of Distributions in Random Matrix Theory: A
  Review   In this paper we review and compare the numerical evaluation of those
probability distributions in random matrix theory that are analytically
represented in terms of Painlev\'e transcendents or Fredholm determinants.
Concrete examples for the Gaussian and Laguerre (Wishart) beta-ensembles and
their various scaling limits are discussed. We argue that the numerical
approximation of Fredholm determinants is the conceptually more simple and
efficient of the two approaches, easily generalized to the computation of joint
probabilities and correlations. Having the means for extensive numerical
explorations at hand, we discovered new and surprising determinantal formulae
for the k-th largest (or smallest) level in the edge scaling limits of the
Orthogonal and Symplectic Ensembles; formulae that in turn led to improved
numerical evaluations. The paper comes with a toolbox of Matlab functions that
facilitates further mathematical experiments by the reader.

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The categories of this paper are: comp-gas
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The categories of this paper are: eess
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The categories of this paper are: dg-ga
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The categories of this paper are: nucl-th
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The categories of this paper are: quant-ph
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The categories of this paper are: mtrl-th
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The categories of this paper are: nucl-ex
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The categories of this paper are: acc-phys
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The categories of this paper are: atom-ph
8
The categories of this paper are: hep-ex
0
The categories of this paper are: hep-ph
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The categories of this paper are: ao-sci
10
The categories of this paper are: q-bio
9
The categories of this paper are: nlin
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The categories of this paper are: funct-an
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The categories of this paper are: astro-ph