\tau-function evaluation of gap probabilities in orthogonal and symplectic matrix ensembles
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Publication:3147388
Abstract: It has recently been emphasized that all known exact evaluations of gap probabilities for classical unitary matrix ensembles are in fact -functions for certain Painlev'e systems. We show that all exact evaluations of gap probabilities for classical orthogonal matrix ensembles, either known or derivable from the existing literature, are likewise -functions for certain Painlev'e systems. In the case of symplectic matrix ensembles all exact evaluations, either known or derivable from the existing literature, are identified as the mean of two -functions, both of which correspond to Hamiltonians satisfying the same differential equation, differing only in the boundary condition. Furthermore the product of these two -functions gives the gap probability in the corresponding unitary symmetry case, while one of those -functions is the gap probability in the corresponding orthogonal symmetry case.
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