On the Tracy-Widom\(_\beta\) distribution for \(\beta=6\)

DOI10.3842/SIGMA.2016.105zbMath1351.81059arXiv1607.01351WikidataQ64157433 ScholiaQ64157433MaRDI QIDQ338180

Tamara Grava, Francesco Mezzadri, Alexander R. Its, Andrei A. Kapaev

Publication date: 4 November 2016

Published in: SIGMA. Symmetry, Integrability and Geometry: Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.01351

zbMATH Keywords

Painlevé II equation\(\beta\)-ensamble\(\beta\)-Tracy-Widom distribution

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) Groups and algebras in quantum theory and relations with integrable systems (81R12) Inverse problems (Riemann-Hilbert, inverse differential Galois, etc.) for ordinary differential equations in the complex domain (34M50)

Related Items (8)

Isomonodromic quantization of the second Painlevé equation by means of conservative Hamiltonian systems with two degrees of freedom ⋮ Extreme value statistics of correlated random variables: a pedagogical review ⋮ Rank 1 perturbations in random matrix theory — A review of exact results ⋮ Computing the Tracy-Widom distribution for arbitrary \(\beta>0\) ⋮ “Quantizations” of isomonodromic Hamilton system $H^{\frac{7}{2}+1}$ ⋮ Solutions to analogues of non-stationary Schrödinger equations defined by isomonodromic Hamilton system $H^{2+1+1+1}$ ⋮ Some open problems in random matrix theory and the theory of integrable systems. II ⋮ From Painlevé to Zakharov–Shabat and beyond: Fredholm determinants and integro-differential hierarchies

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