Random Matrix Theory and the Sixth Painlevé Equation
P. J. Forrester, N. S. Witte
备注：
Dedicated to the centenary of the publication of the Painlevé VI equation in the Comptes Rendus de l'Academie des Sciences de Paris by Richard Fuchs in 1905
发表信息：
J. Phys. A: Math. Gen. {\bf 39}, 12211-12233 (2006)
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 matrix ensembles for which the nonlinear equation is the $σ$ 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 $σ$\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 $τ$-function of $σ$\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.
We present a constructive procedure to obtain the critical behavior of Painleve' VI transcendents and solve the connection problem. This procedure yields two and one parameter families of solutions, including trigonometric and logarithmic behaviors, and three classes of solutions with Taylor expansion at a critical point.
We derive a $q$-analogue of the matrix sixth Painlevé system via a connection-preserving deformation of a certain Fuchsian linear $q$-difference system. In specifying the linear $q$-difference system, we utilize the correspondence between linear differential systems and linear $q$-difference systems from the viewpoint of the spectral type. The system of non-linear $q$-difference equations thus obtained can also be regarded as a non-abelian analogue of Jimbo-Sakai's $q$-$P_{\mathrm{VI}}$.
We represent and analyze the general solution of the sixth Painleve transcendent in the Picard-Hitchin-Okamoto class in the Painleve form as the logarithmic derivative of the ratio of certain $τ$-functions. These functions are expressible explicitly in terms of the elliptic Legendre integrals and Jacobi $θ$-functions, for which we write the general differentiation rules. We also establish a relation between the P6-equation and the uniformization of algebraic curves and present examples.
We describe all finite orbits of an action of the extended modular group $\barΛ$ on conjugacy classes of SL(2,C)-triples. The result is used to classify all algebraic solutions of the general Painleve VI equation up to parameter equivalence.
The critical behavior of a three real parameter class of solutions of the sixth Painlevé equation is computed, and parametrized in terms of monodromy data of the associated $2\times 2$ matrix linear Fuchsian system of ODE. The class may contain solutions with poles accumulating at the critical point. The study of this class closes a gap in the description of the transcendents in one to one correspondence with the monodromy data. These transcendents are reviewed in the paper. Some formulas that relate the monodromy data to the critical behaviors of the four real (two complex) parameter class of…
We describe two algebraic solutions of the sixth Painlevé equation which are related to (isomonodromic) deformations of Picard-Fuchs equations of order two.
For the Painlevé 6 transcendents, we provide a unitary description of the critical behaviours, the connection formulae, their complete tabulation, and the asymptotic distribution of the poles close to a critical point.
We exhibit a remarkable connection between sixth equation of Painleve list and infinite families of explicitly uniformizable algebraic curves. Fuchsian equations, congruences for group transformations, differential calculus of functions and differentials on corresponding Riemann surfaces, Abelian integrals, analytic connections (generalizations of Chazy's equations), and other attributes of uniformization can be obtained for these curves. As byproducts of the theory, we establish relations between Picard-Hitchin's curves, hyperelliptic curves, punctured tori, Heun's equations, and the famous d…
Following the recent discovery of two new Schlesinger transformations (ST) for the sixth Painlevé equation, we give the interrelations between all the known STs. We thus isolate the unique one which at the same time conserves the independent variable and is not a product of other STs.
It is known, that among the formal solutions of the sixth Painlevé equation there met series with integer power exponents of the independent variable $x$ with coefficients in form of formal Laurent series (with finite main parts) in $\log^{-1} x$ (complicated expansions), or in $x^{{\rm i}\,θ}$, where ${\rm i}=\sqrt{-1},$ $θ\in\mathbb{R},$ $θ\neq 0$ (exotic expansions). These coefficients can be computed consecutively. Here we research analytic properties of the series, that are the coefficients of the complicated and exotic formal solutions of the sixth Painlevé equation.
We will study two types of special solutions of the sixth Painleve equation, which are invariant under the symmetries obtained from the Backlund transformations. In most cases, the fixed points of the Backlund transformations are classical solution, but our solutions are not classical for generic parameters. We will calculate the linear monodromy of these solutions exactly, and we will characterize them on Fricke's cubic surface of monodromy.
We introduce a notion of the divisor type for rational functions and show that it can be effectively used for the classification of the deformations of dessins d'enfants related with the construction of the algebraic solutions of the sixth Painlevé equation via the method of $RS$-transformations.
Several results including integral representation of solutions and Hermite-Krichever Ansatz on Heun's equation are generalized to a certain class of Fuchsian differential equations, and they are applied to equations which are related with physics. We investigate linear differential equations that produce Painlevé equation by monodromy preserving deformation and obtain solutions of the sixth Painlevé equation which include Hitchin's solution. The relationship with finite-gap potential is also discussed. We find new finite-gap potentials. Namely, we show that the potential which is written as th…
We consider an application of Grothendieck's dessins d'enfants to the theory of the sixth Painlevé and Gauss hypergeometric functions: two classical special functions of the isomonodromy type. It is shown that, higher order transformations and the Schwarz table for the Gauss hypergeometric function are closely related with some particular Belyi functions. Moreover, we introduce a notion of deformation of the dessins d'enfants and show that one dimensional deformations are a useful tool for construction of algebraic the sixth Painlevé functions.
We study dynamics of solutions in the initial value space of the sixth Painlevé equation as the independent variable approaches zero. Our main results describe the repeller set, show that the number of poles and zeroes of general solutions is unbounded, and that the complex limit set of each solution exists and is compact and connected.
The third, fifth and sixth Painlevé equations are studied by means of the weighted projective spaces ${\mathbb C}P^3(p,q,r,s)$ with suitable weights $(p,q,r,s)$ determined by the Newton polyhedrons of the equations. Singular normal forms of the equations, symplectic atlases of the spaces of initial conditions, Riccati solutions and Boutroux's coordinates are systematically studied in a unified way with the aid of the orbifold structure of ${\mathbb C}P^3(p,q,r,s)$ and dynamical systems theory.
We relate two parameter solutions of the sixth Painlevé equation and finite-gap solutions of the Heun equation by considering monodromy on a certain class of Fuchsian differential equations. In the appendix, we present formulae on differentials of elliptic modular functions, and obtain the ellitic form of the sixth Painlevé equation directly.
In 1991, one of the authors showed the existence of quadratic transformations between the Painleve' VI equations with local monodromy differences $(1/2,a,b,\pm 1/2)$ and $(a,a,b,b)$. In the present paper we give concise forms of these transformations. %, up to fractional-linear transformations. They are related to the %better known quadratic transformations obtained by Manin and Ramani-Grammaticos-Tamizhmani via Okamoto transformations. To avoid cumbersome expressions with differentiation, we use contiguous relations instead of the Okamoto transformations. The 1991 transformation is particular…
In a recent work, we proposed the coupled Painlevé VI system with $A^{(1)}_{2n+1}$-symmetry, which is a higher order generalization of the sixth Painlevé equation ($P_{\rm VI}$). In this article, we present its particular solution expressed in terms of the hypergeometric function ${}_{n+1}F_n$. We also discuss a degeneration structure of the Painlevé system derived from the confluence of ${}_{n+1}F_n$.
We consider a 3-dimensional Pfaffian system, whose z-component is a differential system with irregular singularity at infinity and Fuchsian at zero. In the first part of the paper, we prove that its Frobenius integrability is equivalent to the sixth Painlevé equation PVI. The coefficients of the system will be explicitly written in terms of the solutions of PVI. In this way, we remake a result of [44, 61]. We then express in terms of the Stokes matrices of the 3x3 irregular system the monodromy invariants p_{jk}=Tr(M_jM_k) of the 2-dimensional isomonodromic Fuchsian system with four singularit…
Given the second order scalar Lax pair of the sixth Painlevé equation, we build a generalized heat equation with rational coefficients which does not depend any more on the Painlevé variable. Étant donné la paire de Lax scalaire de la sixième équation de Painlevé, nous donnons une construction directe de l'équation de la chaleur généralisée à coefficients rationnels qui ne dépend plus de la variable de Painlevé.
Several results on Heun's equation are generalized to a certain class of Fuchsian differential equations. Namely, we obtain integral representations of solutions and develop Hermite-Krichever Ansatz on them. In particular, we investigate linear differential equations that produce Painlevé equation by monodromy preserving deformation and obtain solutions of the sixth Painlevé equation which include Hitchin's solution. The relationship with finite-gap potential is also discussed.
We will study special solutions of the fourth, fifth and sixth Painlevé equations with generic values of parameters whose linear monodromy can be calculated explicitly. We will show the relation between Umemura's classical solutions and our solutions.
Using the Painlevé--Kovalevskaya test, we find several new matrix generalizations of the Painlevé-4 equation. Some limiting transitions reduce them to known matrix Painlevé-2 equations.
The paper concerns asymptotic studies for the sixth Painlevé transcendent as independent variable tends to infinity. The primary tool is averaging and the Whitham method. Elliptic ansatz, appropriate modulation equation and asymptotics for some partial solution to PVI are found.
The paper is an essentially extended version of the work math.CA/0601371, supplemented with an application. We present new results in the theory of classical $θ$-functions of Jacobi and $σ$-functions of Weierstrass: ordinary differential equations and series expansions. We also give the extension of canonical $θ$-functions and consider an application to the sixth Painlevé equation (P6). Picard--Hitchin's general solution of P6 is represented explicitly in a form of logarithmic derivative of a corresponding $τ$-function (Painlevé's form).
The higher order Painleve system of type D^{(1)}_{2n+2} was proposed by Y. Sasano as an extension of the sixth Painleve equation for the affine Weyl group symmetry with the aid of algebraic geometry for Okamoto initial value space. In this article, we give it as the monodromy preserving deformation of a Fuchsian system.
We will explain how some new algebraic solutions of the sixth Painleve equation arise from complex reflection groups, thereby extending some results of Hitchin and Dubrovin-Mazzocco for real reflection groups. The problem of finding explicit formulae for these solutions will be addressed elsewhere.
We investigate the recurrence coefficients of discrete orthogonal polynomials on the non-negative integers with hypergeometric weights and show that they satisfy a system of non-linear difference equations and a non-linear second order differential equation in one of the parameters of the weights. The non-linear difference equations form a pair of discrete Painlevé equations and the differential equation is the $σ$-form of the sixth Painlevé equation. We briefly investigate the asymptotic behavior of the recurrence coefficients as $n\to \infty$ using the discrete Painlevé equations.
In a recent work difference equations (Laguerre-Freud equations) for the bi-orthogonal polynomials and related quantities corresponding to the weight on the unit circle $ w(z)=\prod^m_{j=1}(z-z_j(t))^{ρ_j} $ were derived.Here it is shown that in the case $ m=3 $ these difference equations, when applied to the calculation of the underlying U(N) average, reduce to a coupled system identifiable with that obtained by Adler and van Moerbeke using methods of the Toeplitz lattice and Virasoro constraints. Moreover it is shown that this coupled system can be reduced to yield the discrete fifth Painlev…
In this paper the Riemann-Hilbert problem, with jump supported on a appropriate curve on the complex plane with a finite endpoint at the origin, is used for the study of corresponding matrix biorthogonal polynomials associated with Laguerre type matrices of weights ---which are constructed in terms of a given matrix Pearson equation. First and second order differential systems for the fundamental matrix, solution of the mentioned Riemann-Hilbert problem are derived. An explicit and general example is presented to illustrate the theoretical results of the work. Related matrix eigenvalue problem…
This is basically the text of a survey talk (entitled 'Painleve, Klein and the icosahedron') given at Hitchin's 60th birthday conference. It discusses the search for and construction of algebraic solutions of the sixth Painleve differential equation, which may be viewed as a nonlinear analogue of the Gauss hypergeometric equation. Both algebraic and transcendental methods are used and the story involves affine Weyl groups, braid groups and cubic surfaces. Some emphasis is given to the interpretation of the sixth Painleve equation as the explicit form of the simplest nonabelian Gauss-Manin conn…
We consider a degeneration of the $q$-matrix sixth Painlevé system. As a result, we obtain a system of non-linear $q$-difference equations, which describes a deformation of a certain non-Fuchsian linear $q$-difference system. We define the spectral type for non-Fuchsian $q$-difference systems and characterize the associated linear problem in terms of the spectral type. We also consider a continuous limit of the non-linear $q$-difference system and show that the resulting system of non-linear differential equations coincides with the matrix fifth Painlevé system.
After recalling some of the geometry of the sixth Painleve equation, we will describe how the Okamoto symmetries arise naturally from symmetries of Schlesinger's equations and summarise the classification of the Platonic Painleve six solutions. A key observation is that Painleve VI governs the isomonodromic deformations of certain Fuchsian systems on rank \emph{three} bundles.
We present two complementary methods, each applicable in a different range, to evaluate the distribution of the lowest eigenvalue of random matrices in a Jacobi ensemble. The first method solves an associated Painleve VI nonlinear differential equation numerically, with suitable initial conditions that we determine. The second method proceeds via constructing the power-series expansion of the Painleve VI function. Our results are applied in a forthcoming paper in which we model the distribution of the first zero above the central point of elliptic curve L-function families of finite conductor …
Four 4-dimensional Painlevé-type equations are obtained by isomonodromic deformation of Fuchsian equations: they are the Garnier system in two variables, the Fuji-Suzuki system, the Sasano system, and the sixth matrix Painlevé system. Degenerating these four source equations, we systematically obtained other 4-dimensional Painlevé-type equations. If we only consider Painlevé-type equations whose associated linear equations are of unramified type, there are 22 types of 4-dimensional Painlevé-type equations: 9 of them are partial differential equations, 13 of them are ordinary differential equat…
We study double integral representations of Christoffel-Darboux kernels associated with two examples of Hermite-type matrix orthogonal polynomials. We show that the Fredholm determinants connected with these kernels are related through the Its-Izergin-Korepin-Slavnov (IIKS) theory with a certain Riemann-Hilbert problem. Using this Riemann-Hilbert problem we obtain a Lax pair whose compatibility conditions lead to a non-commutative version of the Painleve' IV differential equation for each family.
Consider the Laguerre polynomials and deform them by the introduction in the measure of an exponential singularity at zero. In [Chen Y., Its A., J. Approx. Theory 162 (2010), 270-297, arXiv:0808.3590] the authors proved that this deformation can be described by systems of differential/difference equations for the corresponding recursion coefficients and that these equations, ultimately, are equivalent to the Painlevé III equation and its Bäcklund/Schlesinger transformations. Here we prove that an analogue result holds for some kind of semiclassical matrix-valued orthogonal polynomials of Lague…
We study factorizations of rational matrix functions with simple poles on the Riemann sphere. For the quadratic case (two poles) we show, using multiplicative representations of such matrix functions, that a good coordinate system on this space is given by a mix of residue eigenvectors of the matrix and its inverse. Our approach is motivated by the theory of discrete isomonodromic transformations and their relationship with difference Painlevé equations. In particular, in these coordinates, basic isomonodromic transformations take the form of the discrete Euler-Lagrange equations. Secondly we …
We construct algebro-geometric upper triangular solutions of rank two Schlesinger systems. Using these solutions we derive two families of solutions to the sixth Painlevé equation with parameters $({1}/{8}, -{1}/{8}, {1}/{8}, {3}/{8})$ expressed in simple forms using periods of differentials on elliptic curves. Similarly for every integer $n$ different from $0$ and $-1$ we obtain one family of solutions to the sixth Painlevé equation with parameters $(\frac{9n^2+12n+4}{8}, -\frac{n^2}{8}, \frac{n^2}{8}, \frac{4-n^2}{8})$.
We review some aspects of recent work concerning double scaling limits of singularly perturbed hermitian random matrix models and their connection to Painlevé equations. We present new results showing how a Painlevé III hierarchy recently proposed by the author can be connected to the Lenard recursion formula used to construct the Painlevé I and II hierarchies.
We obtain the double scaling asymptotic behavior of the recurrence coefficients and the partition function at the critical point of the $N\times N$ Hermitian random matrix model with cubic potential. We prove that the recurrence coefficients admit an asymptotic expansion in powers of $N^{-2/5}$, and in the leading order the asymptotic behavior of the recurrence coefficients is given by a Boutroux tronquée solution to the Painlevé I equation. We also obtain the double scaling limit of the partition function, and we prove that the poles of the tronquée solution are limits of zeros of the partiti…
The article studies the Fifth Painlevé equation and of the nonlinear Stokes phenomenon at its irregular singularity at infinity from the point of view of confluence from the Sixth Painlevé equation. This approach is developped separately on both sides of the Riemann-Hilbert correspondance. On the side of the nonlinear Painlevé-Okamoto foliation the relation between the nonlinear monodromy group of Painlevé VI and the "nonlinear wild monodromy pseudogroup" of Painlevé V (that is the pseudogroup generated by nonlinear monodromy, nonlinear Stokes operators and nonlinear exponential torus) is expl…
Matrix Szego biorthogonal polynomials for quasi-definite matrices of measures are studied. For matrices of Holder weights a Riemann-Hilbert problem is uniquely solved in terms of the matrix Szego polynomials and its Cauchy transforms. The Riemann-Hilbert problem is given as an appropriate framework for the discussion of the Szego matrix and the associated Szego recursion relations for the matrix orthogonal polynomials and its Cauchy transforms. Pearson type differential systems characterizing the matrix of weights are studied. These are linear systems of ordinary differential equations which a…
The probability that an interval $I$ is free of eigenvalues in a matrix ensemble with unitary symmetry is given by a Fredholm determinant. When the weight function in the matrix ensemble is a classical weight function, and the interval $I$ includes an endpoint of the support, Tracy and Widom have given a formalism which gives coupled differential equations for the required probability and some auxilary quantities. We summarize and extend earlier work by expressing the probability and some of the auxilary quantities in terms of Painlevé transcendents.
A Tau function for $q$-Painlevé VI as a Fredholm determinant
Mathematical Institute, Andrew Wiles Building, Woodstock Rd, Oxford OX2 6GG, United Kingdom（数学研究所）；School of Mathematics and Statistics, University of Sydney, Camperdown, NSW 2006, Australia（悉尼大学数学与统计学院）
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…
We study unitary invariant random matrix ensembles with singular potentials. We obtain asymptotics for the partition functions associated to the Laguerre and Gaussian Unitary Ensembles perturbed with a pole of order $k$ at the origin, in the double scaling limit where the size of the matrices grows, and at the same time the strength of the pole decreases at an appropriate speed. In addition, we obtain double scaling asymptotics of the correlation kernel for a general class of ensembles of positive-definite Hermitian matrices perturbed with a pole. Our results are described in terms of a hierar…
As a sequel to Kawakami-Nakamura-Sakai (arXiv:1209.3836), this series of papers constructs the complete degeneration scheme of four-dimensional Painlevé-type equations which includes the Painlevé-type equations associated with linear systems of ramified type. In the present paper, we consider the degeneration of Painlevé-type equations which we call the matrix Painlevé systems.
We describe a new universality class for unitary invariant random matrix ensembles. It arises in the double scaling limit of ensembles of random $n \times n$ Hermitian matrices $Z_{n,N}^{-1} |\det M|^{2α} e^{-N \Tr V(M)} dM$ with $α> -1/2$, where the factor $|\det M|^{2α}$ induces critical eigenvalue behavior near the origin. Under the assumption that the limiting mean eigenvalue density associated with $V$ is regular, and that the origin is a right endpoint of its support, we compute the limiting eigenvalue correlation kernel in the double scaling limit as $n, N \to \infty$ such that $n^{2/3}…
We study the analytic properties of a matrix discrete system introduced in [7]. The singularity confinement for this system is shown to hold generically, i.e. in the whole space of parameters except possibly for algebraic subvarieties. This paves the way to a generalization of Painleve analysis to discrete matrix models.
In this paper we present a general scheme for how to relate differential equations for the recurrence coefficients of semi-classical orthogonal polynomials to the Painlevé equations using the geometric framework of the Okamoto Space of Initial Conditions. We demonstrate this procedure in two examples. For semi-classical Laguerre polynomials appearing in \cite{HC17}, we show how the recurrence coefficients are connected to the fourth Painlevé equation. For discrete orthogonal polynomials associated with the hypergeometric weight appearing in \cite{FVA18} we discuss the relation of the recurrenc…
We extend similarity reductions of the coupled (2+1)-dimensional three-wave resonant interaction system to its Lax pair. Thus we obtain new 3x3 matrix Fuchs--Garnier pairs for the third and fifth Painleve' equations, together with the previously known Fuchs--Garnier pair for the fourth and sixth Painleve' equations. These Fuchs--Garnier pairs have an important feature: they are linear with respect to the spectral parameter. Therefore we can apply the Laplace transform to study these pairs. In this way we found reductions of all pairs to the standard 2x2 matrix Fuchs--Garnier pairs obtained by …
We study multiplicative statistics for the eigenvalues of unitarily-invariant Hermitian random matrix models. We consider one-cut regular polynomial potentials and a large class of multiplicative statistics. We show that in the large matrix limit several associated quantities converge to limits which are universal in both the potential and the family of multiplicative statistics considered. In turn, such universal limits are described by the integro-differential Painlevé II equation, and in particular they connect the random matrix models considered with the narrow wedge solution to the KPZ eq…
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 …
We show that the fourth order nonlinear ODE which controls the pole dynamics in the general solution of equation $P_I^2$ compatible with the KdV equation exhibits two remarkable properties: 1) it governs the isomonodromy deformations of a $2\times2$ matrix linear ODE with polynomial coefficients, and 2) it does not possesses the Painlevé property. We also study the properties of the Riemann--Hilbert problem associated to this ODE and find its large $t$ asymptotic solution for the physically interesting initial data.
We study the hermitian one matrix model with semi-classical potential. This is a general unitary invariant random matrix ensemble in which the potential has a derivative that is a rational function and the measure is supported on some collection of disjoint closed intervals. Such models have attracted much interest both due to their physical applications and relations to integrable systems. An object of central interest in random matrix theory is the correlation kernel, as this encodes the eigenvalue correlation functions. In recent years many results have been obtained proving that the correl…
