The generating function for the Airy point process and a system of coupled Painlevé II equations

DOI10.1111/SAPM.12209zbMATH Open1419.37063arXiv1708.03481OpenAlexW2789901348MaRDI QIDQ5374594FDOQ5374594

Tom Claeys, Antoine Doeraene

Publication date: 14 September 2018

Published in: Studies in Applied Mathematics (Search for Journal in Brave)

Abstract: For a wide class of Hermitian random matrices, the limit distribution of the eigenvalues close to the largest one is governed by the Airy point process. In such ensembles, the limit distribution of the k-th largest eigenvalue is given in terms of the Airy kernel Fredholm determinant or in terms of Tracy-Widom formulas involving solutions of the Painlev'e II equation. Limit distributions for quantities involving two or more near-extreme eigenvalues, such as the gap between the k-th and the ell-th largest eigenvalue or the sum of the k largest eigenvalues, can be expressed in terms of Fredholm determinants of an Airy kernel with several discontinuities. We establish simple Tracy-Widom type expressions for these Fredholm determinants, which involve solutions to systems of coupled Painlev'e II equations, and we investigate the asymptotic behavior of these solutions.

Full work available at URL: https://arxiv.org/abs/1708.03481

Recommendations

• Tracy-Widom distributions in critical unitary random matrix ensembles and the coupled Painlevé II system
• scientific article; zbMATH DE number 1751748
• Level-spacing distributions and the Airy kernel
• Higher-order analogues of the Tracy-Widom distribution and the Painlevé II hierarchy
• Fredholm Determinant Solutions of the Painlevé II Hierarchy and Gap Probabilities of Determinantal Point Processes

zbMATH Keywords

asymptotic behaviorRiemann-Hilbert problemLax pairAiry point processFredholm determinantPainlevé II equationTracy-Widom-type formula

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) NLS equations (nonlinear Schrödinger equations) (35Q55) Completely integrable infinite-dimensional Hamiltonian and Lagrangian systems, integration methods, integrability tests, integrable hierarchies (KdV, KP, Toda, etc.) (37K10)

Cited In (22)

• On the generating function of the Pearcey process
• The generating function for the Bessel point process and a system of coupled Painlevé V equations
• Universality for multiplicative statistics of Hermitian random matrices and the integro-differential Painlevé II equation
• Tracy-Widom distributions in critical unitary random matrix ensembles and the coupled Painlevé II system
• How much can the eigenvalues of a random Hermitian matrix fluctuate?
• The Riemann-Hilbert approach to the generating function of the higher order Airy point processes
• Gaussian unitary ensembles with pole singularities near the soft edge and a system of coupled Painlevé XXXIV equations
• Large gap asymptotics for Airy kernel determinants with discontinuities
• Exponential moments for disk counting statistics of random normal matrices in the critical regime
• Gap probabilities in the bulk of the Airy process
• A system of differential equations for the Airy process
• Airy kernel determinant solutions to the KdV equation and integro-differential Painlevé equations
• Gaussian unitary ensemble with jump discontinuities and the coupled Painlevé II and IV systems
• Gaussian unitary ensembles with jump discontinuities, PDEs, and the coupled Painlevé IV system
• Laguerre unitary ensembles with jump discontinuities, PDEs and the coupled Painlevé V system
• Jánossy Densities and Darboux Transformations for the Stark and Cylindrical KdV Equations
• Gap probability of the circular unitary ensemble with a Fisher-Hartwig singularity and the coupled Painlevé V system
• Airy point process via supersymmetric lifts
• The coupled Hirota equations with a \(3\times 3\) Lax pair: Painlevé-type asymptotics in transition zone Lax pair: Painlevé-type asymptotics in transition zone
• A Riemann Hilbert approach to the study of the generating function associated to the Pearcey process
• A two-component Sasa-Satsuma equation: large-time asymptotics on the line
• On the Fredholm determinant of the confluent hypergeometric kernel with discontinuities

This page was built for publication: The generating function for the Airy point process and a system of coupled Painlevé II equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5374594)