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We determine completely the Tracy-Widom distribution for Dysons beta-ensemble with beta=6. The problem of the Tracy-Widom distribution of beta-ensemble for general beta>0 has been reduced to find out a bounded solution of the Bloemendal-Virag equation with a specified boundary. Rumanov proposed a Lax pair approach to solve the Bloemendal-Virag equation for even integer beta. He also specially studied the beta=6 case with his approach and found a second order nonlinear ordinary differential equation (ODE) for the logarithmic derivative of the Tracy-Widom distribution for bea=6. Grava et al. continued to study beta=6 and found Rumanovs Lax pair is gauge equivalent to that of Painleve II in this case. They started with Rumanovs basic idea and came down to two auxiliary functions {alpha}(t) and q_2(t), which satisfy a coupled first-order ODE. The open question by Grava et al. asks whether a global smooth solution of the ODE with boundary condition {alpha}(infty)=0 and q_2(infty)=1 exists. By studying the linear equation that is associated with q_2 and {alpha}, we give a positive answer to the open question. Moreover, we find that the solutions of the ODE with {alpha}(infty)=0 and q_2(infty)=1 are parameterized by c_1 and c_2 . Not all c_1 and c_2 give global smooth solutions. But if (c_1, c_2) in R_{smooth}, where R_{smooth} is a large region containing (0,0), they do give. We prove the constructed solution is a bounded solution of the Bloemendal-Virag equation with the required boundary condition if and only if (c_1,c_2)=(0,0).
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 Painleve 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 Painleve II hierarchy. In addition we compute large gap asymptotics for the Fredholm determinants.
We consider TASEP in continuous time with non-random initial conditions and arbitrary fixed density of particles rho. We show GOE Tracy-Widom universality of the one-point fluctuations of the associated height function. The result phrased in last passage percolation language is the universality for the point-to-line problem where the line has an arbitrary slope.
By making use of some techniques based upon certain inverse new pairs of symbolic operators, the author investigate several decomposition formulas associated with Humbert hypergeometric functions $Phi_1 $, $Phi_2 $, $Phi_3 $, $Psi_1 $, $Psi_2 $, $Xi_1 $ and $Xi_2 $. These operational representations are constructed and applied in order to derive the corresponding decomposition formulas. With the help of these inverse pairs of symbolic operators, a total 34 decomposition formulas are found. Euler type integrals, which are connected with Humberts functions are found.
In this paper, we study a high-dimensional random matrix model from nonparametric statistics called the Kendall rank correlation matrix, which is a natural multivariate extension of the Kendall rank correlation coefficient. We establish the Tracy-Widom law for its largest eigenvalue. It is the first Tracy-Widom law for a nonparametric random matrix model, and also the first Tracy-Widom law for a high-dimensional U-statistic.
We continue the study of joint statistics of eigenvectors and eigenvalues initiated in the seminal papers of Chalker and Mehlig. The principal object of our investigation is the expectation of the matrix of overlaps between the left and the right eigenvectors for the complex $Ntimes N$ Ginibre ensemble, conditional on an arbitrary number $k=1,2,ldots$ of complex eigenvalues.These objects provide the simplest generalisation of the expectations of the diagonal overlap ($k=1$) and the off-diagonal overlap ($k=2$) considered originally by Chalker and Mehlig. They also appear naturally in the problem of joint evolution of eigenvectors and eigenvalues for Brownian motions with values in complex matrices studied by the Krakow school. We find that these expectations possess a determinantal structure, where the relevant kernels can be expressed in terms of certain orthogonal polynomials in the complex plane. Moreover, the kernels admit a rather tractable expression for all $N geq 2$. This result enables a fairly straightforward calculation of the conditional expectation of the overlap matrix in the local bulk and edge scaling limits as well as the proof of the exact algebraic decay and asymptotic factorisation of these expectations in the bulk.