Related papers: Painlev\'e representation of Tracy-Widom$_\beta$ d…

We study the distribution of the length of longest monotone subsequences in random (fixed-point free) involutions of $n$ integers as $n$ grows large, establishing asymptotic expansions in powers of $n^{-1/6}$ in the general case and in…

The classical infinite divisibility of distributions related to eigenvalues of some random matrix ensembles is investigated. It is proved that the $\beta$-Tracy-Widom distribution, which is the limiting distribution of the largest…

In this paper, we are concerned with the following noncommutative Painlev\'{e} II equation \begin{equation*} \mathbf{D}^2 \beta_1 = 4\mathbf{s} \beta_1 +4 \beta_1 \mathbf{s} +8 \beta_1^3, \end{equation*} where $\beta_1=\beta_1(\vec{s})$ is…

We prove log-concavity of the lengths of the top rows of Young diagrams under Poissonized Plancherel measure. This is the first known positive result towards a 2008 conjecture of Chen that the length of the top row of a Young diagram under…

We consider a family of tronqu\'{e}e solutions of the Painelv\'{e} II equation \begin{equation*} q''(s)=2q(s)^3+sq(s)-(2\alpha+\frac12), \qquad \alpha > -\frac12, \end{equation*} which is characterized by the Stokes multipliers…

Using the Riemann-Hilbert approach, we explicitly construct the asymptotic $\Psi$-function corresponding to the solution $y\sim\pm\sqrt{-x/2}$ as $|x|\to\infty$ to the second Painlev\'e equation $y_{xx}=2y^3+xy-\alpha$. We precisely…

We analyze the left-tail asymptotics of deformed Tracy-Widom distribution functions describing the fluctuations of the largest eigenvalue in invariant random matrix ensembles after removing each soft edge eigenvalue independently with…

We determine the limiting distribution of the largest eigenvalue of products from the $\beta$-Laguerre ensemble. This limiting distribution is given by a Tracy-Widom law with parameter $\beta_0>0$ depending on the ratio of the parameters of…

We consider two special cases of the connection problem for the second Painlev\'e equation (PII) using the method of uniform asymptotics proposed by Bassom et al.. We give a classification of the real solutions of PII on the negative…

Let $\alpha_m$ and $\beta_n$ be two sequences of real numbers supported on $[M, 2M]$ and $[N, 2N]$ with $M = X^{1/2 - \delta}$ and $N = X^{1/2 + \delta}$. We show that there exists a $\delta_0 > 0$ such that the multiplicative convolution…

Tracy-Widom (TW) equations for one-matrix unitary ensembles (UE) (equivalent to a particular case of Schlesinger equations for isomonodromic deformations) are rewritten in a general form which allows one to derive all the lowest order…

We study the full asymptotic expansion of the monodromy data ({\it i.e.}, Stokes multipliers) for the first Painlev\'{e} transcendent (PI) with large initial data or large pole parameters. Our primary approach involves refining the complex…

We derive Painlev\'e--type expressions for the distribution of the $m^{th}$ largest eigenvalue in the Gaussian Orthogonal and Symplectic Ensembles in the edge scaling limit. This work generalizes to general $m$ the $m=1$ results of Tracy…

We characterize the limiting smallest eigenvalue distributions (or hard edge laws) for sample covariance type matrices drawn from a spiked population. In the case of a single spike, the results are valid in the context of the general beta…

We present a brief overview of integrability of nonlinear ordinary and partial differential equations with a focus on the Painleve property: an ODE of second order has the Painleve property if the only movable singularities connected to…

The generalized Hastings-McLeod solutions to the inhomogeneous Painlev\'{e}-II equation arise in multi-critical unitary random matrix ensembles, the chiral two-matrix model for rectangular matrices, non-intersecting squared Bessel paths,…

We study an oriented first passage percolation model for the evolution of a river delta. This model is exactly solvable and occurs as the low temperature limit of the beta random walk in random environment. We analyze the asymptotics of an…

Following Assiotis (2020), we study general $\beta$-Hua-Pickrell diffusions of $N$ particles on $\mathbb R$ as solutions of the stochastic differential equations (SDEs) $$dX_{j,t}=\sqrt{2(1+X_{j,t}^2)}\,dB_{j,t}+\beta\left[b-a…

This paper provides several illustrations of the numerous remarkable properties of the lambda-extensions of the two-point correlation functions of the Ising model, sheding some light on the non-linear ODEs of the Painlev\'e type. We first…

The six Painlev\'e transcendants which originally appeared in the studies of ordinary differential equations have been found numerous applications in physical problems. The well-known examples among which include symmetry reduction of the…