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math-ph2010★ 2 cited
All the lowest order PDE for spectral gaps of Gaussian matrices
Igor Rumanov
Tracy-Widom (TW) equations for one-matrix unitary ensembles (UE) (equivalent to a particular case of Schlesinger equations for isomonodromic deformations) are rewritten in a genera…
math-ph2010★ 1 cited
Various equations for gap probabilities of coupled Gaussian matrices
Igor Rumanov
Versions of Tracy-Widom (TW) and Adler-Shiota-van Moerbeke (ASvM) approaches are applied to derive various partial differential equations (PDE) satisfied by joint eigenvalue spacin…