Random Matrix Theory and the Sixth Painlevé Equation

Original · EN

A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities related to the eigenspectrum, such as the distribution of the largest eigenvalue, which can be expressed as multidimensional integrals or equivalently as determinants. These distributions are well known to be τ-functions for Painlevé systems, allowing for the former to be characterised as the solution of certain nonlinear equations. We consider the random matrix ensembles for which the nonlinear equation is the σ form of. Known results are reviewed, as is their implication by way of series expansions for the distributions. New results are given for the boundary conditions in the neighbourhood of the fixed singularities at t=0,1,∞ of σ displayed by a generalisation of the generating function for the distributions. The structure of these expansions is related to Jimbo's general expansions for the τ-function of σ in the neighbourhood of its fixed singularities, and this theory is itself put in its context of the linear isomonodromy problem relating to.