Tracy-Widom distributions in critical unitary random matrix ensembles and the coupled Painlev\'e II system
Mathematical Physics
2018-09-26 v2 math.MP
Abstract
We study Fredholm determinants of the Painlev\'e II and Painlev\'e XXXIV kernels. In certain critical unitary random matrix ensembles, these determinants describe special gap probabilities of eigenvalues. We obtain Tracy-Widom formulas for the Fredholm determinants, which are explicitly given in terms of integrals involving a family of distinguished solutions to the coupled Painlev\'e II system in dimension four. Moreover, the large gap asymptotics for these Fredholm determinants are derived, where the constant terms are given explicitly in terms of the Riemann zeta-function.
Keywords
Cite
@article{arxiv.1708.06113,
title = {Tracy-Widom distributions in critical unitary random matrix ensembles and the coupled Painlev\'e II system},
author = {Shuai-Xia Xu and Dan Dai},
journal= {arXiv preprint arXiv:1708.06113},
year = {2018}
}
Comments
57 pages, 12 figures, references updated. The constant terms in the large gap asymptotics are evaluated explicitly in this version