Tracy-Widom distributions in critical unitary random matrix ensembles and the coupled Painlevé II system

DOI10.1007/S00220-018-3257-YzbMATH Open1464.60009arXiv1708.06113OpenAlexW3103661048MaRDI QIDQ1720192FDOQ1720192

Authors: Shuai-Xia Xu, Dan Dai 

Publication date: 12 February 2019

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

Abstract: We study Fredholm determinants of the Painlev'e II and Painlev'e XXXIV kernels. In certain critical unitary random matrix ensembles, these determinants describe special gap probabilities of eigenvalues. We obtain Tracy-Widom formulas for the Fredholm determinants, which are explicitly given in terms of integrals involving a family of distinguished solutions to the coupled Painlev'e II system in dimension four. Moreover, the large gap asymptotics for these Fredholm determinants are derived, where the constant terms are given explicitly in terms of the Riemann zeta-function.

Full work available at URL: https://arxiv.org/abs/1708.06113

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zbMATH Keywords

Tracy-Widom distributionsunitary random matrixcoupled Painlevé II system

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

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Cited In (23)

• The generating function for the Airy point process and a system of coupled Painlevé II equations
• The generating function for the Bessel point process and a system of coupled Painlevé V equations
• Asymptotics of Tracy-Widom distributions and the total integral of a Painlevé II function
• On integrals of the tronquée solutions and the associated Hamiltonians for the Painlevé II equation
• Painlevé representation of Tracy-Widom\(_\beta\) distribution for \(\beta=6\)
• How much can the eigenvalues of a random Hermitian matrix fluctuate?
• Spectral curves, variational problems and the Hermitian matrix model with external source
• Gaussian unitary ensembles with pole singularities near the soft edge and a system of coupled Painlevé XXXIV equations
• Large gap asymptotics for Airy kernel determinants with discontinuities
• Higher order analogues of Tracy-Widom distributions via the Lax method
• Gap probabilities in the bulk of the Airy process
• Airy kernel determinant solutions to the KdV equation and integro-differential Painlevé equations
• Gaussian unitary ensemble with jump discontinuities and the coupled Painlevé II and IV systems
• Integrability, random matrices and Painlevé transcendents
• Asymptotics of the deformed Fredholm determinant of the confluent hypergeometric kernel
• Painlevé formulas of the limiting distributions for nonnull complex sample covariance matrices
• Laguerre unitary ensembles with jump discontinuities, PDEs and the coupled Painlevé V system
• Higher-order analogues of the Tracy-Widom distribution and the Painlevé II hierarchy
• Discrete gap probabilities and discrete Painlevé equations.
• Gap probability of the circular unitary ensemble with a Fisher-Hartwig singularity and the coupled Painlevé V system
• The coupled Hirota equations with a \(3\times 3\) Lax pair: Painlevé-type asymptotics in transition zone Lax pair: Painlevé-type asymptotics in transition zone
• A two-component Sasa-Satsuma equation: large-time asymptotics on the line
• On the Fredholm determinant of the confluent hypergeometric kernel with discontinuities

Uses Software

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