Random unitary matrices, permutations and Painlevé

DOI10.1007/S002200050741zbMATH Open0965.60028arXivmath/9811154OpenAlexW3105665648WikidataQ56950669 ScholiaQ56950669MaRDI QIDQ1586925FDOQ1586925

Authors: Craig A. Tracy, Harold Widom 

Publication date: 20 November 2000

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

Abstract: This paper is concerned with certain connections between the ensemble of n x n unitary matrices -- specifically the characteristic function of the random variable tr(U) -- and combinatorics -- specifically Ulam's problem concerning the distribution of the length of the longest increasing subsequence in permutation groups -- and the appearance of Painleve functions in the answers to apparently unrelated questions. Among the results is a representation in terms of a Painleve V function for the characteristic function of tr(U) and (using recent results of Baik, Deift and Johansson) an expression in terms of a Painleve II function for the limiting distribution of the length of the longest increasing subsequence in the hyperoctahedral group.

Full work available at URL: https://arxiv.org/abs/math/9811154

Recommendations

• Increasing subsequences and the classical groups
• The longest increasing subsequence in a random permutation and a unitary random matrix model
• Permutations without long decreasing subsequences and random matrices
• Integrals over classical groups, random permutations, Toda and Toeplitz lattices.
• On the distribution of the length of the longest increasing subsequence of random permutations

zbMATH Keywords

characteristic functionlongest increasing subsequence in the hyperoctahedral groupsPainlevé functions

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Permutations, words, matrices (05A05) Random matrices (algebraic aspects) (15B52) Combinatorial probability (60C05) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55)

Cited In (39)

• Open problems for Painlevé equations
• Transmutation of a trans-series: the Gross-Witten-Wadia phase transition
• Matrix biorthogonal polynomials: eigenvalue problems and non-Abelian discrete Painlevé equations. A Riemann-Hilbert problem perspective
• Classical solutions of the degenerate fifth Painlevé equation
• Single-user MIMO system, Painlevé transcendents, and double scaling
• A PSEUDO-UNITARY ENSEMBLE OF RANDOM MATRICES, PT-SYMMETRY AND THE RIEMANN HYPOTHESIS
• Resurgent trans-series for generalized Hastings–McLeod solutions
• Painlevé III and a singular linear statistics in Hermitian random matrix ensembles. I.
• Properties of solutions of two second-order differential equations with the Painlevé property
• Invertibility of random matrices: Unitary and orthogonal perturbations
• Discrete Riemann-Hilbert problem and interpolation of entire functions
• Application of the τ‐function theory of Painlevé equations to random matrices: P_V, P_III, the LUE, JUE, and CUE
• Discriminants and functional equations for polynomials orthogonal on the unit circle
• General Schlesinger Systems and Their Symmetry from the View Point of Twistor theory
• Wilson loops in unitary matrix models at finite \(N\)
• Inner transition layer in solutions of the discrete Painlevé II equation
• Kernels and point processes associated with Whittaker functions
• Stokes phenomena in discrete Painlevé II
• Special polynomials associated with rational solutions of the fifth Painlevé equation
• Unitary matrices and random permutations: conjecture and degenerated Laplacian
• Symmetrized random permutations
• Schoenberg's theorem and unitarily invariant random arrays
• Discrete integrable equations and special functions
• Resurgence, Painlevé equations and conformal blocks
• Orthogonal and multiple orthogonal polynomials, random matrices, and Painlevé equations
• A few remarks on colour–flavour transformations, truncations of random unitary matrices, Berezin reproducing kernels and Selberg-type integrals
• Integrals over classical groups, random permutations, Toda and Toeplitz lattices.
• Circular unitary ensembles: parametric models and their asymptotic maximum likelihood estimates
• Discrete gap probabilities and discrete Painlevé equations.
• Asymptotic solutions of the discrete Painlevé equation of second type
• On the distribution of the length of the longest increasing subsequence of random permutations
• Title not available (Why is that?)
• Artin-Schreier \(L\)-functions and random unitary matrices
• Toeplitz determinants from compatibility conditions
• Painlevé equations -- nonlinear special functions.
• On the perturbed second Painlevé equation ^*
• Truncations of random unitary matrices and Young tableaux
• Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture
• Singular asymptotics for solutions of the inhomogeneous Painlevé II equation

This page was built for publication: Random unitary matrices, permutations and Painlevé

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1586925)