Painlevé representation of Tracy-Widom${}_{\beta }$ distribution for $\beta =6$

Abstract

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 $-2/3$.

presentation improved, references added

References in corpus (1)

• From Random Matrices to Stochastic Operators

Cited by in corpus (7)

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• On the Tracy-Widom${}_{\beta }$ Distribution for $\beta =6$
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• Computing the Tracy-Widom Distribution for Arbitrary $\beta >0$