The lowest eigenvalue of Jacobi random matrix ensembles and Painlev\'e VI
Classical Analysis and ODEs
2015-05-18 v2 Mathematical Physics
math.MP
Abstract
We present two complementary methods, each applicable in a different range, to evaluate the distribution of the lowest eigenvalue of random matrices in a Jacobi ensemble. The first method solves an associated Painleve VI nonlinear differential equation numerically, with suitable initial conditions that we determine. The second method proceeds via constructing the power-series expansion of the Painleve VI function. Our results are applied in a forthcoming paper in which we model the distribution of the first zero above the central point of elliptic curve L-function families of finite conductor and of conjecturally orthogonal symmetry.
Keywords
Cite
@article{arxiv.1005.1298,
title = {The lowest eigenvalue of Jacobi random matrix ensembles and Painlev\'e VI},
author = {Eduardo Dueñez and Duc Khiem Huynh and Jon P. Keating and Steven J. Miller and Nina C. Snaith},
journal= {arXiv preprint arXiv:1005.1298},
year = {2015}
}
Comments
30 pages, 2 figures