Discrete Painlev equations and random matrix averages

DOI10.1088/0951-7715/16/6/303MaRDI QIDQ4444052zbMATH OpenOpenAlexFDO

Authors Peter J. Forrester, Nicholas S. Witte

Publication date 2003

Published in Nonlinearity (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math-ph/0304020

zbMATH Keywords

convergencediscrete Painlevé equationseigenvalue distributionsrandom matrix averages

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Painlevé-type functions (33E17) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) Dynamics of complex polynomials, rational maps, entire and meromorphic functions; Fatou and Julia sets (37F10) Discrete version of topics in analysis (39A12)

Abstract: The $au$-function theory of Painlev'e systems is used to derive recurrences in the rank $n$ of certain random matrix averages over U(n). These recurrences involve auxilary quantities which satisfy discrete Painlev'e equations. The random matrix averages include cases which can be interpreted as eigenvalue distributions at the hard edge and in the bulk of matrix ensembles with unitary symmetry. The recurrences are illustrated by computing the value of a sequence of these distributions as $n$ varies, and demonstrating convergence to the value of the appropriate limiting distribution.

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Cited in

(18)

• On integrable Ermakov-Painlevé IV systems
• Nonperturbative theory of power spectrum in complex systems
• Painlevé II in random matrix theory and related fields
• Singular Values of Products of Ginibre Random Matrices
• Asymptotic behaviours given by elliptic functions in \(\mathrm P_{\mathrm I}\) -- \(\mathrm P_{\mathrm V}\)
• τ-function of discrete isomonodromy transformations and probability
• Painlevé transcendents and the Hankel determinants generated by a discontinuous Gaussian weight
• Application of theτ-function theory of Painlevé equations to random matrices:P_VI, the JUE, CyUE, cJUE and scaled limits
• The relationship between semiclassical Laguerre polynomials and the fourth Painlevé equation
• Restoring discrete Painlevé equations from an $\mathrm{E}_8^{(1)}$-associated one
• Random matrix models, double-time Painlevé equations, and wireless relaying
• Discrete Painlevé equations for a class of P_VIτ-functions given asU(N)averages
• Applications in random matrix theory of a \(\mathrm{PIII}^\prime\tau\)-function sequence from Okamoto's Hamiltonian formulation
• Asymptotics of the determinant of the modified Bessel functions and the second Painlevé equation
• Asymptotics of the partition function of the perturbed Gross-Witten-Wadia unitary matrix model
• Moduli spaces of \(d\)-connections and difference Painlevé equations
• Special polynomials associated with rational solutions of the Painlevé equations and applications to soliton equations
• Differential equations for deformed Laguerre polynomials

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