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arXiv · 1408.3779

Painlevé representation of Tracy-Widom$_β$ distribution for $β= 6$

Igor Rumanov
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Abstract

In arXiv:1306.2117, we found explicit Lax pairs for the soft edge of beta ensembles with even integer values of $β$. Using this general result, the case $β=6$ is further considered here. This is the smallest even $β$, when the corresponding Lax pair and its relation to Painlevé II (PII) have not been known before, unlike cases $β=2$ 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 $β=6$ 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 $-2/3$.

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Igor Rumanov. 2016-06-08. Painlevé representation of Tracy-Widom$_β$ distribution for $β= 6$. https://doi.org/10.1007/s00220-015-2487-5

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