On the Open Question of The Tracy-Widom Distribution of \beta-Ensemble With \beta=6
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Publication:6310568
Abstract: We determine completely the Tracy-Widom distribution for Dyson's �eta-ensemble with �eta=6. The problem of the Tracy-Widom distribution of �eta-ensemble for general �eta>0 has been reduced to find out a bounded solution of the Bloemendal-Vir'ag equation with a specified boundary. Rumanov proposed a Lax pair approach to solve the Bloemendal-Vir'ag equation for even integer �eta. He also specially studied the �eta=6 case with his approach and found a second order nonlinear ordinary differential equation (ODE) for the logarithmic derivative of the Tracy-Widom distribution for �ea=6. Grava et al. continued to study �eta=6 and found Rumanov's Lax pair is gauge equivalent to that of Painlev'e II in this case. They started with Rumanov's basic idea and came down to two auxiliary functions {alpha}(t) and q_2(t), which satisfy a coupled first-order ODE. The open question by Grava et al. asks whether a global smooth solution of the ODE with boundary condition {alpha}(infty)=0 and q_2(infty)=1 exists. By studying the linear equation that is associated with q_2 and {alpha}, we give a positive answer to the open question. Moreover, we find that the solutions of the ODE with {alpha}(infty)=0 and q_2(infty)=1 are parameterized by c_1 and c_2 . Not all c_1 and c_2 give global smooth solutions. But if (c_1, c_2) in R_{smooth}, where R_{smooth} is a large region containing (0,0), they do give. We prove the constructed solution is a bounded solution of the Bloemendal-Vir'ag equation with the required boundary condition if and only if (c_1,c_2)=(0,0).
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