A centerless representation of the Virasoro algebra associated with the unitary circular ensemble (Q645677)

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    A centerless representation of the Virasoro algebra associated with the unitary circular ensemble
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      A centerless representation of the Virasoro algebra associated with the unitary circular ensemble (English)
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      10 November 2011
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      The 2-dimensional Toda lattice tau functions \(\tau_n(t,s; \eta,\theta)\) are considered deforming the probabilities \(\tau_n(\eta,\theta)\) that a randomly chosen matrix from the unitary group \(U(n)\) (for the Haar measure) has no eigenvalues within an arc \((\eta,\theta)\) of the unit circle. It is shown that these tau functions satisfy a centerless Virasoro algebra of constraints, with a boundary part in the sense of Adler, Shiota and van Moerbeke. As an application, one obtains a new derivation of of a differential equation due to Tracy and Widom, satisfied by these probabilities, linkingg it to the Painlevé VI equation.
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      random matrices
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      Virasoro algebra
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