\tau-function evaluation of gap probabilities in orthogonal and symplectic matrix ensembles

DOI10.1088/0951-7715/15/3/325zbMATH Open1006.15028arXivmath-ph/0203049OpenAlexW2083387903MaRDI QIDQ3147388FDOQ3147388

Authors: Peter J. Forrester, Nicholas S. Witte 

Publication date: 23 February 2003

Published in: Nonlinearity (Search for Journal in Brave)

Abstract: It has recently been emphasized that all known exact evaluations of gap probabilities for classical unitary matrix ensembles are in fact $au$-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 $au$-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 $au$-functions, both of which correspond to Hamiltonians satisfying the same differential equation, differing only in the boundary condition. Furthermore the product of these two $au$-functions gives the gap probability in the corresponding unitary symmetry case, while one of those $au$-functions is the gap probability in the corresponding orthogonal symmetry case.

Full work available at URL: https://arxiv.org/abs/math-ph/0203049

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zbMATH Keywords

random matrixdistribution of eigenvaluesgap probabilitysymplectic matrix ensemblesclassical matrix ensembleorthogonal matrix ensemblePainlevé system

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55)

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