Higher-order analogues of the Tracy-Widom distribution and the Painlevé II hierarchy

DOI10.1002/CPA.20284zbMATH Open1198.34191arXiv0901.2473OpenAlexW2165337351MaRDI QIDQ3406734FDOQ3406734

Authors: Tom Claeys, A. R. Its, I. V. Krasovsky 

Publication date: 19 February 2010

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Abstract: We study Fredholm determinants related to a family of kernels which describe the edge eigenvalue behavior in unitary random matrix models with critical edge points. The kernels are natural higher order analogues of the Airy kernel and are built out of functions associated with the Painlev'e I hierarchy. The Fredholm determinants related to those kernels are higher order generalizations of the Tracy-Widom distribution. We give an explicit expression for the determinants in terms of a distinguished smooth solution to the Painlev'e II hierarchy. In addition we compute large gap asymptotics for the Fredholm determinants.

Full work available at URL: https://arxiv.org/abs/0901.2473

Recommendations

• Tracy-Widom distributions in critical unitary random matrix ensembles and the coupled Painlevé II system
• Numerical study of higher order analogues of the Tracy–Widom distribution
• Higher order analogues of Tracy-Widom distributions via the Lax method
• Fredholm Determinant Solutions of the Painlevé II Hierarchy and Gap Probabilities of Determinantal Point Processes
• Fredholm determinants, differential equations and matrix models

zbMATH Keywords

hierarchyrandom matricesAiry kernelTracy-Widom distributionFredholm determinantHastings-McLeod solutionPainlevé equation

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) Painlevé-type functions (33E17) Inverse problems (Riemann-Hilbert, inverse differential Galois, etc.) for ordinary differential equations in the complex domain (34M50)

Cites Work

• Title not available (Why is that?)
• Level-spacing distributions and the Airy kernel
• On the distribution of the length of the longest increasing subsequence of random permutations
• Asymptotics of Tracy-Widom distributions and the total integral of a Painlevé II function
• A boundary value problem associated with the second Painleve transcendent and the Korteweg-de Vries equation
• Monodromy- and spectrum-preserving deformations. I
• Orthogonal polynomials and random matrices: a Riemann-Hilbert approach.
• Painlevé I asymptotics for orthogonal polynomials with respect to a varying quartic weight
• Semiclassical Soliton Ensembles for the Focusing Nonlinear Schrodinger Equation (AM-154)
• Title not available (Why is that?)
• Quasi-linear Stokes phenomenon for the Painlevé first equation
• Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory
• New results on the equilibrium measure for logarithmic potentials in the presence of an external field
• Critical Edge Behavior in Unitary Random Matrix Ensembles and the Thirty-Fourth Painlevé Transcendent
• Generic behavior of the density of states in random matrix theory and equilibrium problems in the presence of real analytic external fields
• Universality at the edge of the spectrum for unitary, orthogonal, and symplectic ensembles of random matrices
• Asymptotics of the Airy-kernel determinant
• Universality of a double scaling limit near singular edge points in random matrix models
• Fredholm determinants, Jimbo‐Miwa‐Ueno τ‐functions, and representation theory
• The existence of a real pole-free solution of the fourth order analogue of the Painlevé I equation
• Largest eigenvalue distribution in the double scaling limit of matrix models: a Coulomb fluid approach
• The Dirichlet boundary value problem for real solutions of the first Painlevé equation on segments in non-positive semi-axis

Cited In (45)

• Unitary matrix models and random partitions: universality and multi-criticality
• The generating function for the Airy point process and a system of coupled Painlevé II equations
• Higher order Airy and Painlevé asymptotics for the mKdV hierarchy
• Universal edge scaling in random partitions
• Rank 1 real Wishart spiked model
• Dyson Brownian motion for general \(\beta\) and potential at the edge
• Numerical study of higher order analogues of the Tracy–Widom distribution
• Propagation of singular behavior for Gaussian perturbations of random matrices
• Asymptotics of a Fredholm determinant corresponding to the first bulk critical universality class in random matrix models
• The Kontsevich matrix integral: convergence to the Painlevé hierarchy and Stokes' phenomenon
• Top eigenvalue of a random matrix: large deviations and third order phase transition
• The complex elliptic Ginibre ensemble at weak non-Hermiticity: edge spacing distributions
• Asymptotics of Tracy-Widom distributions and the total integral of a Painlevé II function
• Non-probabilistic fermionic limit shapes
• Asymptotics of the deformed higher order Airy-kernel determinants and applications
• Tracy-Widom distributions in critical unitary random matrix ensembles and the coupled Painlevé II system
• Painlevé representation of Tracy-Widom\(_\beta\) distribution for \(\beta=6\)
• The Riemann-Hilbert approach to the generating function of the higher order Airy point processes
• Exact solvability and asymptotic aspects of generalized XX0 spin chains
• Higher order analogues of Tracy-Widom distributions via the Lax method
• Fast sampling from \(\beta \)-ensembles
• Universality of the stochastic Airy operator
• Asymptotic forms for hard and soft edge general \(\beta \) conditional gap probabilities
• Nonlinear Steepest Descent and Numerical Solution of Riemann‐Hilbert Problems
• Numerical solution of Riemann-Hilbert problems: random matrix theory and orthogonal polynomials
• Universal cusp scaling in random partitions
• Multicritical Schur measures and higher-order analogues of the Tracy-Widom distribution
• Momenta spacing distributions in anharmonic oscillators and the higher order finite temperature Airy kernel
• The Dyson equation with linear self-energy: spectral bands, edges and cusps
• Non-linear PDEs for gap probabilities in random matrices and KP theory
• Random matrices in non-confining potentials
• Asymptotics of solutions to a fifth-order modified Korteweg-de Vries equation in the quarter plane
• Gap probability at the hard edge for random matrix ensembles with pole singularities in the potential
• On the tritronquée solutions of \(\mathrm{P}_{\mathrm{I}}^2\)
• Multicritical random partitions
• Classical group matrix models and universal criticality
• CLT for fluctuations of \(\beta \)-ensembles with general potential
• Long-time asymptotics of solution for the fifth-order modified KdV equation in the presence of discrete spectrum
• Painlevé kernels in Hermitian matrix models
• From Painlevé to Zakharov–Shabat and beyond: Fredholm determinants and integro-differential hierarchies
• A \(\bar{\partial}\)-steepest descent method for oscillatory Riemann-Hilbert problems
• Airy-kernel determinant on two large intervals
• Global meromorphy of solutions of the Painlevé equations and their hierarchies
• Large deformations of the Tracy-Widom distribution. I: Non-oscillatory asymptotics
• Meromorphy of solutions for a wide class of ordinary differential equations of Painlevé type

This page was built for publication: Higher-order analogues of the Tracy-Widom distribution and the Painlevé II hierarchy

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3406734)