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

DOI10.1016/J.CAM.2010.06.006zbMATH Open1231.15021arXiv1001.4244OpenAlexW2023372954MaRDI QIDQ645677FDOQ645677

Authors: Luc Haine, Didier Vanderstichelen 

Publication date: 10 November 2011

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

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.

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

Recommendations

• Random matrices, vertex operators and the Virasoro algebra
• Application of the τ‐function theory of Painlevé equations to random matrices: P_V, P_III, the LUE, JUE, and CUE
• scientific article; zbMATH DE number 786579
• scientific article; zbMATH DE number 519621
• Matrix integrals, Toda symmetries, Virasoro constraints, and orthogonal polynomials

zbMATH Keywords

random matricesVirasoro algebra

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• A simple model of the integrable Hamiltonian equation
• Title not available (Why is that?)
• Integrals over classical groups, random permutations, Toda and Toeplitz lattices.
• Title not available (Why is that?)
• Fredholm determinants, differential equations and matrix models
• Hermitian, symmetric and symplectic random ensembles: PDEs for the distribution of the spectrum.
• Mastersymmetries, higher order time-dependent symmetries and conserved densities of nonlinear evolution equations.
• Random matrices, vertex operators and the Virasoro algebra
• Differential equations in the spectral parameter, Darboux transformations and a hierarchy of master symmetries for KdV
• MULTIPLE HAMILTONIAN STRUCTURE OF BOGOYAVLENSKY–TODA LATTICES
• A bi-Hamiltonian structure for the integrable, discrete nonlinear Schrödinger system
• The Jacobi polynomial ensemble and the Painlevé VI equation
• The correspondence between Tracy–Widom and Adler–Shiota–van Moerbeke approaches in random matrix theory: The Gaussian case

Cited In (1)

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

This page was built for publication: A centerless representation of the Virasoro algebra associated with the unitary circular ensemble

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q645677)