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

DOI10.1007/s00220-022-04518-3OpenAlexW4309448330MaRDI 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

Random matrices (probabilistic aspects) (60B20) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) Random matrices (algebraic aspects) (15B52) Generation, random and stochastic difference and differential equations (37H10) Nonautonomous Hamiltonian dynamical systems (Painlevé equations, etc.) (37J65)

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