Mathematics – Classical Analysis and ODEs
Scientific paper
2006-10-16
J. Phys. A: Math. Gen. {\bf 39}, 12211-12233 (2006)
Mathematics
Classical Analysis and ODEs
Dedicated to the centenary of the publication of the Painlev\'e VI equation in the Comptes Rendus de l'Academie des Sciences d
Scientific paper
10.1088/0305-4470/39/39/S14
A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities related to the eigenspectrum, such as the distribution of the largest eigenvalue, which can be expressed as multidimensional integrals or equivalently as determinants. These distributions are well known to be $\tau$-functions for Painlev\'e systems, allowing for the former to be characterised as the solution of certain nonlinear equations. We consider the random matrix ensembles for which the nonlinear equation is the $\sigma$ form of \PVI. Known results are reviewed, as is their implication by way of series expansions for the distributions. New results are given for the boundary conditions in the neighbourhood of the fixed singularities at $t=0,1,\infty$ of $\sigma$\PVI displayed by a generalisation of the generating function for the distributions. The structure of these expansions is related to Jimbo's general expansions for the $\tau$-function of $\sigma$\PVI in the neighbourhood of its fixed singularities, and this theory is itself put in its context of the linear isomonodromy problem relating to \PVI.
Forrester Peter J.
Witte Nicholas S.
No associations
LandOfFree
Random Matrix Theory and the Sixth Painlevé Equation does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Random Matrix Theory and the Sixth Painlevé Equation, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Random Matrix Theory and the Sixth Painlevé Equation will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-244852