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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 o
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 pas
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_
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-Wid
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 eig