English

The generating function for the Airy point process and a system of coupled Painlev\'e II equations

Mathematical Physics 2017-09-06 v2 Classical Analysis and ODEs Complex Variables math.MP Probability

Abstract

For a wide class of Hermitian random matrices, the limit distribution of the eigenvalues close to the largest one is governed by the Airy point process. In such ensembles, the limit distribution of the k-th largest eigenvalue is given in terms of the Airy kernel Fredholm determinant or in terms of Tracy-Widom formulas involving solutions of the Painlev\'e II equation. Limit distributions for quantities involving two or more near-extreme eigenvalues, such as the gap between the k-th and the \ell-th largest eigenvalue or the sum of the k largest eigenvalues, can be expressed in terms of Fredholm determinants of an Airy kernel with several discontinuities. We establish simple Tracy-Widom type expressions for these Fredholm determinants, which involve solutions to systems of coupled Painlev\'e II equations, and we investigate the asymptotic behavior of these solutions.

Keywords

Cite

@article{arxiv.1708.03481,
  title  = {The generating function for the Airy point process and a system of coupled Painlev\'e II equations},
  author = {Tom Claeys and Antoine Doeraene},
  journal= {arXiv preprint arXiv:1708.03481},
  year   = {2017}
}

Comments

33 pages, 4 figures

R2 v1 2026-06-22T21:12:23.632Z