Chunk #33 — Results — Tracy–Widom Theory
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More precisely, if as m,n → ∞, n/m → γ ≥ 1, then Johnstone proves [22, Theorem 1.1] that x tends to TW in distribution. As we show later (Theorem 2), Johnstone's theorem also holds if in the expression for x in Equation 7, we replace x by: where