Related papers: Painlev\'e representation of Tracy-Widom$_\beta$ d…
Motivated by applications in Bayesian analysis we introduce a multidimensional beta distribution in an ordered simplex. We study properties of this distribution and connect them with the generalized incomplete beta function. This function…
In the paper, we consider the extended Gross-Witten-Wadia unitary matrix model by introducing a logarithmic term in the potential. The partition function of the model can be expressed equivalently in terms of the Toeplitz determinant with…
We obtain the optimal proxy variance for the sub-Gaussianity of Beta distribution, thus proving upper bounds recently conjectured by Elder (2016). We provide different proof techniques for the symmetrical (around its mean) case and the…
We present a Lax pair for the sixth Painlev\'e equation arising as a continuous isomonodromic deformation of a system of linear difference equations with an additional symmetry structure. We call this a symmetric difference-differential Lax…
A new integrable sixth-order nonlinear wave equation is discovered by means of the Painleve analysis, which is equivalent to the Korteweg - de Vries equation with a source. A Lax representation and a Backlund self-transformation are found…
We establish the relation between two objects: an integrable system related to Painlev\'e II equation, and the symplectic invariants of a certain plane curve S(TW). This curve describes the average eigenvalue density of a random hermitian…
In this article, we consider $\beta$-ensembles, i.e. collections of particles with random positions on the real line having joint distribution $$\frac{1}{Z_N(\beta)}|\Delta(\lambda)|^\beta e^{- \frac{N\beta}{4}\sum_{i=1}^N\lambda_i^2}d…
We consider $\beta$-smooth (satisfies the generalized Holder condition with parameter $\beta > 2$) stochastic convex optimization problem with zero-order one-point oracle. The best known result was arXiv:2006.07862: $\mathbb{E}…
Unstable separatrix solutions for the first and second Painlev\'e transcendents are studied both numerically and analytically. For a fixed initial condition, say $y(0)=0$, there is a discrete set of initial slopes $y'(0)=b_n$ that give rise…
Consider the following nonlinear Schr\"odinger--Bopp--Podolsky system in $\mathbb{R}^3$: \[ \begin{cases} - \Delta v + v + \phi v = v |v|^{p - 2}; \\ \beta^2 \Delta^2 \phi - \Delta \phi = 4 \pi v^2, \end{cases} \] where $\beta > 0$ and $3 <…
In a previous paper we studied the double scaling limit of unitary random matrix ensembles of the form Z_{n,N}^{-1} |\det M|^{2\alpha} e^{-N \Tr V(M)} dM with \alpha > -1/2. The factor |\det M|^{2\alpha} induces critical eigenvalue behavior…
We consider a natural generalisation of the Painlev\'e property and use it to identify the known integrable cases of the Lane-Emden equation with a real positive index. We classify certain first-order ordinary differential equations with…
We study the distribution of the length of longest increasing subsequences in random permutations of $n$ integers as $n$ grows large and establish an asymptotic expansion in powers of $n^{-1/3}$. Whilst the limit law was already shown by…
We consider Hermite and Laguerre $\beta$-ensembles of large $N\times N$ random matrices. For all $\beta$ even, corrections to the limiting global density are obtained, and the limiting density at the soft edge is evaluated. We use the…
The paper concerns asymptotic studies for the sixth Painlev\'e transcendent as independent variable tends to infinity. The primary tool is averaging and the Whitham method. Elliptic ansatz, appropriate modulation equation and asymptotics…
We study the rate of convergence for the largest eigenvalue distributions in the Gaussian unitary and orthogonal ensembles to their Tracy-Widom limits. We show that one can achieve an $O(N^{-2/3})$ rate with particular choices of the…
Using the Riemann-Hilbert approach, the $\Psi$-function corresponding to the solution of the first Painleve equation, $y_{xx}=6y^2+x$, with the asymptotic behavior $y\sim\pm\sqrt{-x/6}$ as $|x|\to\infty$ is constructed. The exponentially…
From the works of Rauzy and Thurston, we know how to construct (multiple) tilings of some Euclidean space using the conjugates of a Pisot unit $\beta$ and the greedy $\beta$-transformation. In this paper, we consider different…
The Tracy-Widom distributions are among the most famous laws in probability theory, partly due to their connection with Wigner matrices. In particular, for $A=\frac{1}{\sqrt{n}}(a_{ij})_{1 \leq i,j \leq n} \in \mathbb{R}^{n \times n}$…
The rational solutions of the Painlev\'e-II equation appear in several applications and are known to have many remarkable algebraic and analytic properties. They also have several different representations, useful in different ways for…