Hard Edge for β-Ensembles and Painlevé III

DOI10.1093/imrn/rnt170zbMath1314.60138arXiv1212.5333OpenAlexW2127666044MaRDI QIDQ2935167

Igor Rumanov

Publication date: 22 December 2014

Published in: International Mathematics Research Notices (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.5333

zbMATH Keywords

diffusion equationGumbel distribution\(\beta\)-random matrix hard edgePainlevé Lax pairs

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Random matrices (algebraic aspects) (15B52) Random linear operators (47B80) Stochastic analysis (60H99)

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Isomonodromic quantization of the second Painlevé equation by means of conservative Hamiltonian systems with two degrees of freedom ⋮ ``Quantization of an isomonodromic Hamiltonian garnier system with two degrees of freedom ⋮ Rank 1 perturbations in random matrix theory — A review of exact results ⋮ “Quantizations” of isomonodromic Hamilton system $H^{\frac{7}{2}+1}$ ⋮ Solutions to analogues of non-stationary Schrödinger equations defined by isomonodromic Hamilton system $H^{2+1+1+1}$ ⋮ Spiking the random matrix hard edge ⋮ Classical integrability for beta-ensembles and general Fokker-Planck equations ⋮ Painlevé representation of Tracy-Widom\(_\beta\) distribution for \(\beta=6\) ⋮ Riemann-Hilbert approach to gap probabilities for the Bessel process

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