Random unitary matrices, permutations and Painlevé

DOI10.1007/S002200050741MaRDI QIDQ1586925zbMATH OpenOpenAlexWikidataFDO

Authors Craig A. Tracy, Harold Widom

Publication date 20 November 2000

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

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

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)

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.

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Cited in

(39)

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• Singular asymptotics for solutions of the inhomogeneous Painlevé II equation
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• Matrix biorthogonal polynomials: eigenvalue problems and non-Abelian discrete Painlevé equations. A Riemann-Hilbert problem perspective
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• A PSEUDO-UNITARY ENSEMBLE OF RANDOM MATRICES, PT-SYMMETRY AND THE RIEMANN HYPOTHESIS
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• Resurgent trans-series for generalized Hastings–McLeod solutions
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• Application of the τ‐function theory of Painlevé equations to random matrices: P_V, P_III, the LUE, JUE, and CUE
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• Inner transition layer in solutions of the discrete Painlevé II equation
• Stokes phenomena in discrete Painlevé II
• 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
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• scientific article; zbMATH DE number 1893705 (Why is no real title available?)
• Painlevé equations -- nonlinear special functions.
• Truncations of random unitary matrices and Young tableaux
• On the perturbed second Painlevé equation ^*

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