Beta ensembles, quantum Painlevé equations and isomonodromy systems

<a class="pub-badge pub-badge--doi" href="https://doi.org/10.1090/CONM/651/13036" rel="nofollow">DOI 10.1090/CONM/651/13036</a><a class="pub-badge pub-badge--grey" href="https://zbmath.org/1348.60010" rel="nofollow">zbMATH</a><a class="pub-badge pub-badge--grey" href="https://openalex.org/works/W1510724740" rel="nofollow">OpenAlex</a><a class="pub-badge pub-badge--mardi" href="https://portal.mardi4nfdi.de/wiki/Item:Q2990224" rel="nofollow">MaRDI QID Q2990224</a><a class="pub-badge pub-badge--grey" href="https://fdo.portal.mardi4nfdi.de/fdo/Q2990224" rel="nofollow">FDO</a>

Authors Igor Rumanov

Publication date 29 July 2016

Published in Algebraic and Analytic Aspects of Integrable Systems and Painlevé Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1408.3847

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Completely integrable infinite-dimensional Hamiltonian and Lagrangian systems, integration methods, integrability tests, integrable hierarchies (KdV, KP, Toda, etc.) (37K10) Two-dimensional field theories, conformal field theories, etc. in quantum mechanics (81T40)

Abstract: This is a review of recent developments in the theory of beta ensembles of random matrices and their relations with conformal filed theory (CFT). There are (almost) no new results here. This article can serve as a guide on appearances and studies of quantum Painlev'e and more general multidimensional linear equations of Belavin-Polyakov-Zamolodchikov (BPZ) type in literature. We demonstrate how BPZ equations of CFT arise from $$-ensemble eigenvalue integrals. Quantum Painlev'e equations are relatively simple instances of BPZ or confluent BPZ equations, they are PDEs in two independent variables ("time" and "space"). While CFT is known as quantum integrable theory, here we focus on the appearing links of $$-ensembles and CFT with {it classical} integrable structure and isomonodromy systems. The central point is to show on the example of quantum Painlev'e II (QPII)~cite{betaFP1} how classical integrable structure can be extended to general values of $$ (or CFT central charge $c$), beyond the special cases $$ ($c=1$) and $coinfty$ where its appearance is well-established. We also discuss an 'a priori very different important approach, the ODE/IM correspondence giving information about complex quantum integrable models, e.g.~CFT, from some stationary Schr"odinger ODEs. Solution of the ODEs depends on (discrete) symmetries leading to functional equations for Stokes multipliers equivalent to discrete integrable Hirota-type equations. The separation of "time" and "space" variables, a consequence of our integrable structure, also leads to Schr"odinger ODEs and thus may have a connection with ODE/IM methods.

Recommendations

• Classical integrability for beta-ensembles and general Fokker-Planck equations
• Hard edge for \(\beta\)-ensembles and Painlevé III
• Random matrix theory and the sixth Painlevé equation
• The ODE/IM correspondence
• Noncommutative Painlevé equations and systems of Calogero type

Cited in

(7)

• On the Tracy-Widom\(_\beta\) distribution for \(\beta=6\)
• Painlevé representation of Tracy-Widom\(_\beta\) distribution for \(\beta=6\)
• Classical integrability for beta-ensembles and general Fokker-Planck equations
• Some open problems in random matrix theory and the theory of integrable systems. II
• Isomonodromic quantization of the second Painlevé equation by means of conservative Hamiltonian systems with two degrees of freedom
• ``Quantizations of isomonodromic Hamilton system \(H^{\frac{7}{2}+1} \)
• On matrix Painlevé-4 equations

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