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

DOI10.1002/CPA.20284MaRDI QIDQ3406734zbMATH OpenOpenAlexFDO

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)

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

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)

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.

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