Painlev\'e representation of Tracy-Widom$_\beta$ distribution for $\beta = 6$
Abstract
In arXiv:1306.2117, we found explicit Lax pairs for the soft edge of beta ensembles with even integer values of . Using this general result, the case is further considered here. This is the smallest even , when the corresponding Lax pair and its relation to Painlev\'e II (PII) have not been known before, unlike cases and . It turns out that again everything can be expressed in terms of the Hastings-McLeod solution of PII. In particular, a second order nonlinear ODE for the logarithmic derivative of Tracy-Widom distribution for involving the PII function in the coefficients, is found, which allows one to compute asymptotics for the distribution function. The ODE is a consequence of a linear system of three ODEs for which the local singularity analysis yields series solutions with exponents in the set , and .
Cite
@article{arxiv.1408.3779,
title = {Painlev\'e representation of Tracy-Widom$_\beta$ distribution for $\beta = 6$},
author = {Igor Rumanov},
journal= {arXiv preprint arXiv:1408.3779},
year = {2016}
}
Comments
presentation improved, references added