un 2 01 6 Painlevé representation of Tracy - Widom β distribution for β

نویسنده

  • Igor Rumanov
چکیده

In [36], we found explicit Lax pairs for the soft edge of beta ensembles with even integer values of β. Using this general result, the case β = 6 is further considered here. This is the smallest even β, when the corresponding Lax pair and its relation to Painlevé II (PII) have not been known before, unlike cases β = 2 and 4. It turns out that again everything can be expressed in terms of the Hastings-McLeod solution of PII. In particular, a second order nonlinear ordinary differential equation (ODE) for the logarithmic derivative of Tracy-Widom distribution for β = 6 involving the PII function in the coefficients, is found, which allows one to compute asymptotics for the distribution function. The ODE is a consequence of a linear system of three ODEs for which the local singularity analysis yields series solutions with exponents in the set 4/3, 1/3 and −2/3.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

ar X iv : s ol v - in t / 9 70 70 01 v 1 2 7 Ju n 19 97 The Distribution of the Largest Eigenvalue in the Gaussian Ensembles

The focus of this survey paper is on the distribution function FNβ(t) for the largest eigenvalue in the finite N Gaussian Orthogonal Ensemble (GOE, β = 1), the Gaussian Unitary Ensemble (GUE, β = 2), and the Gaussian Symplectic Ensemble (GSE, β = 4) in the edge scaling limit of N → ∞. These limiting distribution functions are expressible in terms of a particular Painlevé II function. Comparison...

متن کامل

Asymptotics of Tracy-Widom distributions and the total integral of a Painlevé II function

The Tracy-Widom distribution functions involve integrals of a Painlevé II function starting from positive infinity. In this paper, we express the Tracy-Widom distribution functions in terms of integrals starting from minus infinity. There are two consequences of these new representations. The first is the evaluation of the total integral of the Hastings-McLeod solution of the Painlevé II equati...

متن کامل

Asymptotics for the Covariance of the Airy 2 Process

In this paper we compute some of the higher order terms in the asymptotic behavior of the two point function P(A2(0)≤ s1,A2(t)≤ s2), extending the previous work of Adler and van Moerbeke (arXiv:math.PR/0302329; Ann. Probab. 33, 1326–1361, 2005) and Widom (J. Stat. Phys. 115, 1129–1134, 2004). We prove that it is possible to represent any order asymptotic approximation as a polynomial and integr...

متن کامل

Probability distributions for directed polymers in random media with correlated noise.

The probability distribution for the free energy of directed polymers in random media (DPRM) with uncorrelated noise in d=1+1 dimensions satisfies the Tracy-Widom distribution. We inquire if and how this universal distribution is modified in the presence of spatially correlated noise. The width of the distribution scales as the DPRM length to an exponent β, in good (but not full) agreement with...

متن کامل

Random Unitary Matrices, Permutations and Painlevé

This paper is concerned with certain connections between the ensemble of n × n unitary matrices—specifically the characteristic function of the random variable tr(U)—and combinatorics—specifically Ulam’s problem concerning the distribution of the length of the longest increasing subsequence in permutation groups—and the appearance of Painlevé functions in the answers to apparently unrelated que...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2016