Level-spacing distributions and the Airy kernel

DOI10.1007/BF02100489MaRDI QIDQ1315006zbMATH OpenOpenAlexWikidataFDO

Authors Craig A. Tracy, Harold Widom

Publication date 13 June 1994

Published in Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/hep-th/9211141

zbMATH Keywords

completely integrable systemFredholm determinantlimitrandom matricesrandom matrix models

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Completely integrable finite-dimensional Hamiltonian systems, integration methods, integrability tests (37J35) Completely integrable infinite-dimensional Hamiltonian and Lagrangian systems, integration methods, integrability tests, integrable hierarchies (KdV, KP, Toda, etc.) (37K10)

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 scaling limit at the ``edge of the spectrum leads to the Airy kernel $[mAi(x)m^{\prime }Ai(y)-m^{\prime }Ai(x)mAi(y)]/(x-y)$. In this paper we derive analogues 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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