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Painlev\'e representation of Tracy-Widom$_\beta$ distribution for $\beta = 6$

Mathematical Physics 2016-06-10 v3 High Energy Physics - Theory math.MP Probability Exactly Solvable and Integrable Systems

Abstract

In arXiv:1306.2117, we found explicit Lax pairs for the soft edge of beta ensembles with even integer values of β\beta. Using this general result, the case β=6\beta=6 is further considered here. This is the smallest even β\beta, when the corresponding Lax pair and its relation to Painlev\'e II (PII) have not been known before, unlike cases β=2\beta=2 and 44. 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 β=6\beta=6 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 4/34/3, 1/31/3 and 2/3-2/3.

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

R2 v1 2026-06-22T05:31:04.797Z