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 Painlevé 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 Painlevé II equations, and we investigate the asymptotic behavior of these solutions.
The q-difference Painleve II equation admits special solutions written in terms of determinant whose entries are the general solution of the q-Airy equation. An ultradiscrete limit of the special solutions is studied by the procedure of ultradiscretization with parity varialbes. Then we obtain new Airy-type solutions of the ultradiscrete Painleve II equation with parity variables, and the solutions have richer structure than the known solutions.
A perturbation series solution is constructed in terms of Airy functions for a nonlinear two-point boundary-value problem arising in an established model of steady electrodiffusion in one dimension, for two ionic species carrying equal and opposite charges. The solution includes a formal determination of the associated electric field, which is known to satisfy a form of the Painlevé II differential equation. Comparisons with the numerical solution of the boundary-value problem show excellent agreement following termination of the series after a sufficient number of terms, for a much wider rang…
We prove that the distribution function of the largest eigenvalue in the Gaussian Unitary Ensemble (GUE) in the edge scaling limit is expressible in terms of Painlevé II. Our goal is to concentrate on this important example of the connection between random matrix theory and integrable systems, and in so doing to introduce the newcomer to the subject as a whole. We also give sketches of the results for the limiting distribution of the largest eigenvalue in the Gaussian Orthogonal Ensemble (GOE) and the Gaussian Symplectic Ensemble (GSE). This work we did some years ago in a more general setting…
We rigorously compute the integrable system for the limiting $(N\rightarrow\infty)$ distribution function of the extreme momentum of $N$ noninteracting fermions when confined to an anharmonic trap $V(q)=q^{2n}$ for $n\in\mathbb{Z}_{\geq 1}$ at positive temperature. More precisely, the edge momentum statistics in the harmonic trap $n=1$ are known to obey the weak asymmetric KPZ crossover law which is realized via the finite temperature Airy kernel determinant or equivalently via a Painlevé-II integro-differential transcendent, cf. \cite{LW,ACQ}. For general $n\geq 2$, a novel higher order finit…
We prove a Tracy-Widom type formula for the generating function of occupancy numbers on several disjoint intervals of the higher order Airy point processes. The formula is related to a new vector-valued Painlevé II hierarchy we define, together with its Lax pair.
We consider Fredholm determinants of matrix convolution operators associated to matrix versions of the $n - $th Airy functions. Using the theory of integrable operators, we relate them to a fully noncommutative Painlevé II hierarchy, defined through a matrix valued version of the Lenard operators. In particular, the Riemann-Hilbert technique used to study these integrable operators allows to find a Lax pair for each member of the hierarchy. Finally, the coefficients of the Lax matrices are explicitely written in terms of these matrix valued Lenard operators and some solution of the hierarchy a…
$τ$-functions of certain Painlevé equations (PVI,PV,PIII) can be expressed as a Fredholm determinant. Further, the minor expansion of these determinants provide an interesting connection to Random partitions. This paper is a step towards understanding whether the $τ$-function of Painlevé II has a Fredholm determinant representation. The Ablowitz-Segur family of solutions are special one parameter solutions of Painlevé II and the corresponding $τ$-function is known to be the Fredholm determinant of the Airy Kernel. We develop a formalism for open contour in parallel to the one formulated in \ci…
We study Fredholm determinants related to a family of kernels which describe the edge eigenvalue behavior in unitary random matrix models with critical edge points. The kernels are natural higher order analogues of the Airy kernel and are built out of functions associated with the Painlevé I hierarchy. The Fredholm determinants related to those kernels are higher order generalizations of the Tracy-Widom distribution. We give an explicit expression for the determinants in terms of a distinguished smooth solution to the Painlevé II hierarchy. In addition we compute large gap asymptotics for the …
The Airy process A(t), introduced by Prähofer and Spohn, is the limiting stationary process for a polynuclear growth model. Adler and van Moerbeke found a PDE in the variables s_1, s_2, and t for the probability that A(0)<s_1 and A(t)<s_2. Using this they were able, assuming the truth of a certain conjecture and appropriate uniformity, to obtain the first few terms of an asymptotic expansion for this probability as t->infinity, with fixed s_1 and s_2. We shall show that the expansion can be obtained by using the Fredholm determinant representation for the probability. The main ingredients are …
The maximal point of the Airy2 process minus a parabola is believed to describe the scaling limit of the end-point of the directed polymer in a random medium, which was proved to be true for a few specific cases. Recently two different formulas for the joint distribution of the location and the height of this maximal point were obtained, one by Moreno Flores, Quastel and Remenik, and the other by Schehr. The first formula is given in terms of the Airy function and an associated operator, and the second formula is expressed in terms of the Lax pair equations of the Painleve II equation. We give…
In this paper we compute some of the higher order terms in the large-t asymptotic expansion of the Airy process two-point function, extending the previous work of Adler and van Moerbeke and Widom. We prove that it is possible to represent any order asymptotic approximation as a polynomial and integrals of the Hastings-McLeod Painlevé II function and its first derivative. Further, for up to tenth order we give this asymptotic approximation as a linear combination of the Tracy-Widom GUE density function f_2 and its derivatives. As a corollary to this, the asymptotic covariance is expressed up to…
Thermodynamic Bethe ansatz equations are coupled non-linear integral equations which appear frequently when solving integrable models. Those associated with models with N=2 supersymmetry can be related to differential equations, among them Painleve III and the Toda hierarchy. In the simplest such case the massless limit of these non-linear integral equations can be solved in terms of the Airy function. This is the only known closed-form solution of thermodynamic Bethe ansatz equations, outside of free or classical models. This turns out to give the spectral determinant of the Schrodinger equat…
In this note we discuss the relationship between the generating functions of some Hermite polynomials $H$, $ \sum\limits_{j=0}^\infty H_{j\cdot n}(u) z^n/n!$, generalized Airy-Heat equations $(1/2π)\int_{-\infty}^{+\infty}\exp\{a(iλ)^n-(1/2)λ^2t+iλx\}dλ$, higher order PDE's $(\partial u/\partial t)(t,x)=a(\partial^nu/\partial x^n)(t,x)+(1/2)s(\partial^2u/\partial x^2)(t,x)$, and generating functions of higher order Hermite polynomials $H^{(n)}$: $\sum\limits_{j=0}^\infty H^{(n)}_j(v)x^j/j!$. In particular, we show that under some conditions, these problems are equivalent.
In this paper, we study the singularly perturbed Laguerre unitary ensemble $$ \frac{1}{Z_n} (\det M)^αe^{- \textrm{tr}\, V_t(M)}dM, \qquad α>0, $$ with $V_t(x) = x + t/x$, $x\in (0,+\infty)$ and $t>0$. Due to the effect of $t/x$ for varying $t$, the eigenvalue correlation kernel has a new limit instead of the usual Bessel kernel at the hard edge 0. This limiting kernel involves $ψ$-functions associated with a special solution to a new third-order nonlinear differential equation, which is then shown equivalent to a particular Painlevé III equation. The transition of this limiting kernel to the …
We show that exact time dependent single particle Green function in the Imambekov-Glazman theory of nonlinear Luttinger liquids can be written, for any value of the Luttinger parameter, in terms of a particular solution of the Painlevé IV equation. Our expression for the Green function has a form analogous to the celebrated Tracy-Widom result connecting the Airy kernel with Painlevé II. The asymptotic power law of the exact solution as a function of a single scaling variable $x/\sqrt{t}$ agrees with the mobile impurity results. The full shape of the Green function in the thermodynamic limit is…
We extend the formalism of integrable operators a' la Its-Izergin-Korepin-Slavnov to matrix-valued convolution operators on a semi-infinite interval and to matrix integral operators with a kernel of the form E_1^T(x) E_2(y)/(x+y) thus proving that their resolvent operators can be expressed in terms of solutions of some specific Riemann-Hilbert problems. We also describe some applications, mainly to a noncommutative version of Painleve' II (recently introduced by Retakh and Rubtsov), a related noncommutative equation of Painleve' type. We construct a particular family of solutions of the noncom…
In this paper we consider a Hankel determinant formula for generic solutions of the Painleve' II equation. We show that the generating functions for the entries of the Hankel determinants are related to the asymptotic solution at infinity of the linear problem of which the Painleve' II equation describes the isomonodromic deformations.
We consider real-valued solutions $u=u(x|s),x\in\mathbb{R}$ of the second Painlevé equation $u_{xx}=xu+2u^3$ which are parametrized in terms of the monodromy data $s\equiv(s_1,s_2,s_3)\subset\mathbb{C}^3$ of the associated Flaschka-Newell system of rational differential equations. Our analysis describes the transition, as $x\rightarrow-\infty$, between the oscillatory power-like decay asymptotics for $|s_1|<1$ (Ablowitz-Segur) to the power-like growth behavior for $|s_1|=1$ (Hastings-McLeod) and from the latter to the singular oscillatory power-like growth for $|s_1|>1$ (Kapaev). It is shown t…
Scaling level-spacing distribution functions in the ``bulk of the spectrum'' in random matrix models of $N\times N$ hermitian matrices and then going to the limit $N\to\infty$, leads to the Fredholm determinant of the sine kernel $\sinπ(x-y)/π(x-y)$. Similarly a double scaling limit at the ``edge of the spectrum'' leads to the Airy kernel $[{\rm Ai}(x) {\rm Ai}'(y) -{\rm Ai}'(x) {\rm Ai}(y)]/(x-y)$. We announce analogies for this Airy kernel of the following properties of the sine kernel: the completely integrable system of P.D.E.'s found by Jimbo, Miwa, M{ô}ri and Sato; the expression, in the…
Scaling level-spacing distribution functions in the ``bulk of the spectrum'' in random matrix models of $N\times N$ hermitian matrices and then going to the limit $N\to\infty$, leads to the Fredholm determinant of the sine kernel $\sinπ(x-y)/π(x-y)$. Similarly a scaling limit at the ``edge of the spectrum'' leads to the Airy kernel $[{\rm Ai}(x) {\rm Ai}'(y) -{\rm Ai}'(x) {\rm Ai}(y)]/(x-y)$. In this paper we derive analogues for this Airy kernel of the following properties of the sine kernel: the completely integrable system of P.D.E.'s found by Jimbo, Miwa, M{ô}ri and Sato; the expression, i…
We compute asymptotics for Hankel determinants and orthogonal polynomials with respect to a discontinuous Gaussian weight, in a critical regime where the discontinuity is close to the edge of the associated equilibrium measure support. Their behavior is described in terms of the Ablowitz-Segur family of solutions to the Painlevé II equation. Our results complement the ones in [Xu,Zhao,2011]. As consequences of our results, we conjecture asymptotics for an Airy kernel Fredholm determinant and total integral identities for Painlevé II transcendents, and we also prove a new result on the poles of…
We express discrete Painlevé equations as discrete Hamiltonian systems. The discrete Hamiltonian systems here mean the canonical transformations defined by generating functions. Our construction relies on the classification of the discrete Painlevé equations based on the surface-type. The discrete Hamiltonians we obtain are written in the logarithm and dilogarithm functions.
We study the joint probability generating function for $k$ occupancy numbers on disjoint intervals in the Bessel point process. This generating function can be expressed as a Fredholm determinant. We obtain an expression for it in terms of a system of coupled Painlevé V equations, which are derived from a Lax pair of a Riemann-Hilbert problem. This generalizes a result of Tracy and Widom [24], which corresponds to the case $k = 1$. We also provide some examples and applications. In particular, several relevant quantities can be expressed in terms of the generating function, like the gap probab…
Our previous work on the one-dimensional KPZ equation with sharp wedge initial data is extended to the case of the joint height statistics at n spatial points for some common fixed time. Assuming a particular factorization, we compute an n-point generating function and write it in terms of a Fredholm determinant. For long times the generating function converges to a limit, which is established to be equivalent to the standard expression of the n-point distribution of the Airy process.
We obtain large gap asymptotics for Airy kernel Fredholm determinants with any number $m$ of discontinuities. These $m$-point determinants are generating functions for the Airy point process and encode probabilistic information about eigenvalues near soft edges in random matrix ensembles. Our main result is that the $m$-point determinants can be expressed asymptotically as the product of $m$ $1$-point determinants, multiplied by an explicit constant pre-factor which can be interpreted in terms of the covariance of the counting function of the process.
In this paper we study the characteristic or generating function of a certain discontinuous linear statistics of the Laguerre unitary ensembles and show that this is a particular fifth Painléve transcendant in the variable $t,$ the position of the discontinuity. The proof of the ladder operators adapted to orthogonal polynomial with discontinuous weight announced sometime ago is presented here, followed by the non-linear difference equations satisfied by two auxiliary quantities and the derivation of the Painléve equation.
We introduce a deformed version of Dyck paths (DDP), where additional to the steps allowed for Dyck paths, 'jumps' orthogonal to the preferred direction of the path are permitted. We consider the generating function of DDP, weighted with respect to their half-length, area and number of jumps. This represents the first example of an exactly solvable lattice path model showing a higher-order multicritical point. Applying the generalized method of steepest descents, we see that the associated two-variable scaling function is given by the logarithmic derivative of a generalized (higher-order) Airy…
Supersymmetric quantum mechanics is a powerful tool for generating exactly solvable potentials departing from a given initial one. In this article the first- and second- order supersymmetric transformations will be used to obtain new exactly solvable potentials departing from the complex oscillator. The corresponding Hamiltonians turn out to be ruled by polynomial Heisenberg algebras. By applying a mechanism to reduce to second the order of these algebras, the connection with the Painlevé IV equation is achieved, thus giving place to new solutions for the Painlevé IV equation.
A recently formulated conjecture of Gamayun, Iorgov and Lisovyy gives an asymptotic expansion of the Jimbo--Miwa--Ueno isomonodromic $τ$-function for certain Painlevé transcendents. The coefficients in this expansion are given in terms of conformal blocks of a two-dimensional conformal field theory, which can be written as infinite sums over pairs of partitions. In this note a discrete matrix model is proposed on a lattice whose partition function can be used to obtain a multiple integral representation for the length restricted partial sums of the Painlevé conformal blocks. This leads to expr…
As it has been proven, the determination of general one-dimensional Schrödinger Hamiltonians having third-order differential ladder operators requires to solve the Painlevé IV equation. In this work, it will be shown that some specific subsets of the higher-order supersymmetric partners of the harmonic oscillator possess third-order differential ladder operators. This allows us to introduce a simple technique for generating solutions of the Painlevé IV equation. Finally, we classify these solutions into three relevant hierarchies.
The focus of this paper is on the distribution function of the rightmost eigenvalue for the complex elliptic Ginibre ensemble in the limit of weak non-Hermiticity. We show how the limiting distribution function can be expressed in terms of an integro-differential Painlevé-II function and how the same captures the non-trivial transition between Poisson and Airy point process extreme value statistics as the degree of non-Hermiticity decreases. Our most explicit new results concern the tail asymptotics of the limiting distribution function. For the right tail we compute the leading order asymptot…
In this paper, we construct the Hankel determinant representation of the rational solutions for the fifth Painlevé equation through the Umemura polynomials. Our construction gives an explicit form of the Umemura polynomials $σ_{n}$ for $ n\geq 0$ in terms of the Hankel Determinant formula. Besides, We compute the generating function of the entries in terms of logarithmic derivative of the Heun Confluent Function.
The short-distance expansion of the tau function of the radial sine-Gordon/Painlevé III equation is given by a convergent series which involves irregular $c=1$ conformal blocks and possesses certain periodicity properties with respect to monodromy data. The long-distance irregular expansion exhibits a similar periodicity with respect to a different pair of coordinates on the monodromy manifold. This observation is used to conjecture an exact expression for the connection constant providing relative normalization of the two series. Up to an elementary prefactor, it is given by the generating fu…
The distribution function for the first eigenvalue spacing in the Laguerre unitary ensemble of finite size may be expressed in terms of a solution of the fifth Painleve transcendent. The generating function of a certain discontinuous linear statistic of the Laguerre unitary ensemble can similarly be expressed in terms of a solution of the fifth Painleve equation. The methodology used to derive these results rely on two theories regarding differential equations for orthogonal polynomial systems, one involving isomonodromic deformations and the other ladder operators. We compare the two theories…
In this paper we shall use the algebraic method known as supersymmetric quantum mechanics (SUSY QM) to obtain solutions to the Painlevé V (PV) equation, a second-order non-linear ordinary differential equation. For this purpose, we will apply first the SUSY QM treatment to the radial oscillator. In addition, we will revisit the polynomial Heisenberg algebras (PHAs) and we will study the general systems ruled by them: for first-order PHAs we obtain the radial oscillator, while for third-order PHAs the potential will be determined by solutions to the PV equation. This connection allows us to int…
The Witten-Kontsevich theorem states that a certain generating function for intersection numbers on the moduli space of stable curves is a tau-function for the KdV integrable hierarchy. This generating function can be recovered via the topological recursion applied to the Airy curve $x=\frac{1}{2}y^2$. In this paper, we consider the topological recursion applied to the irregular spectral curve $xy^2=\frac{1}{2}$, which we call the Bessel curve. We prove that the associated partition function is also a KdV tau-function, which satisfies Virasoro constraints, a cut-and-join type recursion, and a …
We revisit the enumeration problems of random discrete surfaces (RDS) based on solutions of the discrete equations derived from the matrix models. For RDS made of squares, the recursive coefficients of orthogonal polynomials associated with the quartic matrix model satisfy the discrete type I Painlevé equation. Through the use of generating function techniques, we show that the planar contribution to the free energy is controlled by the Catalan numbers. We also develop a new systematic scheme of calculating higher-genus contributions to the topological expansion of the free energy of matrix mo…
This paper develops a deeper understanding of the structure and combinatorial significance of the partition function for Hermitian random matrices. The coefficients of the large N expansion of the logarithm of this partition function,also known as the genus expansion, (and its derivatives) are generating functions for a variety of graphical enumeration problems. The main results are to prove that these generating functions are in fact specific rational functions of a distinguished irrational (algebraic) function of the generating function parameters. This distinguished function is itself the g…
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 $τ$-functions for Painlevé systems, allowing for the former to be characterised as the solution of certain nonlinear equations. We consider the random matri…
This paper gives an in-depth study of a multiple-antenna wireless communication scenario in which a weak signal received at an intermediate relay station is amplified and then forwarded to the final destination. The key quantity determining system performance is the statistical properties of the signal-to-noise ratio (SNR) γ at the destination. Under certain assumptions on the encoding structure, recent work has characterized the SNR distribution through its moment generating function, in terms of a certain Hankel determinant generated via a deformed Laguerre weight. Here, we employ two differ…
We establish a large deviation principle for the Kardar-Parisi-Zhang (KPZ) equation, providing precise control over the left tail of the height distribution for narrow wedge initial condition. Our analysis exploits an exact connection between the KPZ one-point distribution and the Airy point process -- an infinite particle Coulomb-gas which arises at the spectral edge in random matrix theory. We develop the large deviation principle for the Airy point process and use it to compute, in a straight-forward and assumption-free manner, the KPZ large deviation rate function in terms of an electrosta…
We recast the persistence probability for the spin located at the origin of a half-space arbitrarily $m$-magnetized Glauber-Ising chain as a Fredholm Pfaffian gap probability generating function with a sech-kernel. This is then spelled out as a tau-function for a certain Painlevé VI transcendent, the persistence exponent $θ(m)/2$ emerging as an asymptotic decay rate. Using a known yet remarkable correspondence that relates Painlevé equations to Bonnet surfaces, the persistence probability also acquires a geometric meaning in terms of the mean curvature of the latter, and even a topological one…
On the discrete Painlevé equivalence problem, non-conjugate translations and nodal curves
Beijing Institute of Mathematical Sciences and Applications (BIMSA)（北京数学与应用研究所）；Institute of Mathematics, University of Warsaw（华沙大学数学研究所）；Waseda Institute for Advanced Study, Waseda University（早稻田大学高等研究院）
The Airy$_β$ point process, $a_i \equiv N^{2/3} (λ_i-2)$, describes the eigenvalues $λ_i$ at the edge of the Gaussian $β$ ensembles of random matrices for large matrix size $N \to \infty$. We study the probability distribution function (PDF) of linear statistics ${\sf L}= \sum_i t φ(t^{-2/3} a_i)$ for large parameter $t$. We show the large deviation forms $\mathbb{E}_{{\rm Airy},β}[\exp(-{\sf L})] \sim \exp(- t^2 Σ[φ])$ and $P({\sf L}) \sim \exp(- t^2 G(L/t^2))$ for the cumulant generating function and the PDF. We obtain the exact rate function $Σ[φ]$ using four apparently different methods (i…
In a recent publication, it was shown that a large class of integrals over the unitary group U(n) satisfy difference equations over $n$, involving a finite number of steps; special cases are generating functions appearing in questions of longest increasing subsequences in random permutations and words. The main result of the paper states that these difference equations have the \emph{discrete Painlevé property}; roughly speaking, this means that, after a finite number of steps, the solution to these difference equations may develop a pole (Laurent solution), depending on the maximal number of …
We consider the asymmetric simple exclusion process (ASEP) with half-flat initial condition. We show that the one-point marginals of the ASEP height function are described by those of the $\mbox{Airy}_{2 \rightarrow 1}$ process, introduced by Borodin-Ferrari-Sasamoto in (Commun. Pure Appl. Math., 61, 1603-1629, 2008). This result was conjectured by Ortmann-Quastel-Remenik (Ann. Appl. Probab., 26, 507-548), based on an informal asymptotic analysis of exact formulas for generating functions of the half-flat ASEP height function at one spatial point. Our present work provides a fully rigorous der…
The gap probability generating function has as its coefficients the probability of an interval containing exactly $k$ eigenvalues. For scaled random matrices with orthogonal symmetry, and the interval at the hard or soft spectrum edge, the gap probability generating functions have the special property that they can be evaluated in terms of Painlevé transcendents. The derivation of these results makes use of formulas for the same generating function in certain scaled, superimposed ensembles expressed in terms of its correlation functions. It is shown that by a judicious choice of the superimpos…
String equations related to 2D gravity seem to provide, quite naturally and systematically, integrable kernels, in the sense of Its-Izergin-Korepin and Slavnov. Some of these kernels (besides the "classical" examples of Airy and Pearcey) have already appeared in random matrix theory and they have a natural Wronskian structure, given by one of the operators in the string relation $[L^\pm,Q^\pm] = \pm 1$, namely $L^\pm$. The kernels are intimately related to wave functions for Gel'fand-Dickey reductions of the KP hierarchy. The Fredholm determinants of these kernels also satisfy Virasoro constra…
We consider a 1+1 dimensional directed continuum polymer in a Gaussian delta-correlated space-time random potential. For this model the moments (= replica) of the partition function, Z(x,t), can be expressed in terms of the attractive delta-Bose gas on the line. Based on a recent study of the structure of the eigenfunctions, we compute the generating function for Z(x_1,t), Z(x_2,t) under a particular decoupling assumption and thereby extend recent results on the one-point generating function of the free energy to two points. It is established that in the long time limit the fluctuations of the…
