Universality for multiplicative statistics of Hermitian random matrices and the integro-differential Painlevé II equation

DOI10.1007/s00220-022-04518-3MaRDI QIDQ2684873

Promit Ghosal, Guilherme L. F. Silva

Publication date: 17 February 2023

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

Full work available at URL: https://arxiv.org/abs/2201.12941

zbMATH Keywords

KPZ equation; multiplicative statistics; Hermitian random matrix models; integro-differential Painlevé II equation

Mathematics Subject Classification ID

60B20: Random matrices (probabilistic aspects)

34M55: Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies

15B52: Random matrices (algebraic aspects)

37H10: Generation, random and stochastic difference and differential equations

37J65: Nonautonomous Hamiltonian dynamical systems (Painlevé equations, etc.)