Level-Spacing Distributions and the Airy Kernel

DOI10.1016/0370-2693(93)91114-3MaRDI QIDQ6467997zbMATH OpenWikidataFDO

Authors Craig A. Tracy, Harold Widom

Publication date 13 October 1992

Full work available at URL https://doi.org/10.1016/0370-2693(93)91114-3

Abstract: Scaling level-spacing distribution functions in the ``bulk of the spectrum in random matrix models of $NimesN$ hermitian matrices and then going to the limit $Noinfty$, leads to the Fredholm determinant of the sine kernel $sinpi(x-y)/pi(x-y)$. Similarly a double scaling limit at the ``edge of the spectrum leads to the Airy kernel $[mAi(x)m^{\prime }Ai(y)-m^{\prime }Ai(x)mAi(y)]/(x-y)$. We announce analogies for this Airy kernel of the following properties of the sine kernel: the completely integrable system of P.D.E.'s found by Jimbo, Miwa, M{^o}ri and Sato; the expression, in the case of a single interval, of the Fredholm determinant in terms of a Painlev{'e} transcendent; the existence of a commuting differential operator; and the fact that this operator can be used in the derivation of asymptotics, for general $n$, of the probability that an interval contains precisely $n$ eigenvalues.

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