{\bf $\tau$-Function Evaluation of Gap Probabilities in Orthogonal and Symplectic Matrix Ensembles}
Abstract
It has recently been emphasized that all known exact evaluations of gap probabilities for classical unitary matrix ensembles are in fact -functions for certain Painlev\'e systems. We show that all exact evaluations of gap probabilities for classical orthogonal matrix ensembles, either known or derivable from the existing literature, are likewise -functions for certain Painlev\'e systems. In the case of symplectic matrix ensembles all exact evaluations, either known or derivable from the existing literature, are identified as the mean of two -functions, both of which correspond to Hamiltonians satisfying the same differential equation, differing only in the boundary condition. Furthermore the product of these two -functions gives the gap probability in the corresponding unitary symmetry case, while one of those -functions is the gap probability in the corresponding orthogonal symmetry case.
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Cite
@article{arxiv.math-ph/0203049,
title = {{\bf $\tau$-Function Evaluation of Gap Probabilities in Orthogonal and Symplectic Matrix Ensembles}},
author = {P. J. Forrester and N. S. Witte},
journal= {arXiv preprint arXiv:math-ph/0203049},
year = {2009}
}
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