Tracy-Widom Distribution

Tracy–Widom distribution is a universal rule describing the distribution of any set of correlated variables. Instead of the smooth bell curve found with Gaussian distribution for uncorrelated variables, this distribution gives an asymmetrical statistical bump for correlated variables. The left side is steeper than the right and its summit sits at a scalable, universal value of 2N. This is also referred to as the transition point or crossover function between between stability and instability in various systems.