It's All about Phase Transition

As Natalie Wolchover explains in Quanta Magazine, an explanation for the ubiquitous Tracy-Widom distribution is beginning to emerge.

The asymmetrical Tracy-Widom distribution crops up over and over again in the study of systems with many interacting components, everything from species to eigenvalues to subatomic particles. What Satya Majumdar and Grégory Schehr (University of Paris-Sud) have concluded is that systems characterized by the Tracy-Widom distibution exhibit one phase in which all components act in concert and another phase in which the components act alone.

"The asymmetry of the statistical curve," writes Wolchover, "reflects the nature of the two phases."