A centerless representation of the Virasoro algebra associated with the unitary circular ensemble

DOI10.1016/J.CAM.2010.06.006MaRDI QIDQ645677zbMATH OpenOpenAlexFDO

Authors Luc Haine, Didier Vanderstichelen

Publication date 10 November 2011

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1001.4244

zbMATH Keywords

random matricesVirasoro algebra

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Virasoro and related algebras (17B68)

Abstract: We consider the 2-dimensional Toda lattice tau functions $a{u}_n(t,s;eta,heta)$ deforming the probabilities $a{u}_n(eta,heta)$ that a randomly chosen matrix from the unitary group U(n), for the Haar measure, has no eigenvalues within an arc $(eta,heta)$ of the unit circle. We show that these tau functions satisfy a centerless Virasoro algebra of constraints, with a boundary part in the sense of Adler, Shiota and van Moerbeke. As an application, we obtain a new derivation of a differential equation due to Tracy and Widom, satisfied by these probabilities, linking it to the Painleve VI equation.

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Cited in

(1)

• Continuous and discrete Painlevé equations arising from the gap probability distribution of the finite \(n\) Gaussian unitary ensembles

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