Mathematical Physics
[Submitted on 17 Aug 2014 (v1), last revised 8 Jun 2016 (this version, v3)]
Title:Painlevé representation of Tracy-Widom$_β$ distribution for $β= 6$
View PDFAbstract:In arXiv:1306.2117, we found explicit Lax pairs for the soft edge of beta ensembles with even integer values of $\beta$. Using this general result, the case $\beta=6$ is further considered here. This is the smallest even $\beta$, when the corresponding Lax pair and its relation to Painlevé II (PII) have not been known before, unlike cases $\beta=2$ 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 ODE for the logarithmic derivative of Tracy-Widom distribution for $\beta=6$ 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 $-2/3$.
Submission history
From: Igor Rumanov [view email][v1] Sun, 17 Aug 2014 00:38:21 UTC (24 KB)
[v2] Sat, 23 Aug 2014 23:05:06 UTC (25 KB)
[v3] Wed, 8 Jun 2016 23:44:32 UTC (26 KB)
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