The Generating Function for the Airy Point Process and a System of Coupled Painlevé II Equations
DOI10.1111/sapm.12209zbMath1419.37063arXiv1708.03481MaRDI QIDQ5374594
Publication date: 14 September 2018
Published in: Studies in Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.03481
asymptotic behavior; Riemann-Hilbert problem; Fredholm determinant; Painlevé II equation; Lax pair; Airy point process; Tracy-Widom-type formula
60B20: Random matrices (probabilistic aspects)
37K10: Completely integrable infinite-dimensional Hamiltonian and Lagrangian systems, integration methods, integrability tests, integrable hierarchies (KdV, KP, Toda, etc.)
34M55: Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies
35Q55: NLS equations (nonlinear Schrödinger equations)
15B52: Random matrices (algebraic aspects)
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
