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Main Authors: Dai, Dan, Long, Wen-Gao, Xu, Shuai-Xia, Yao, Lu-Ming, Zhang, Lun
Format: Preprint
Published: 2025
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Online Access:https://arxiv.org/abs/2501.12679
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author Dai, Dan
Long, Wen-Gao
Xu, Shuai-Xia
Yao, Lu-Ming
Zhang, Lun
author_facet Dai, Dan
Long, Wen-Gao
Xu, Shuai-Xia
Yao, Lu-Ming
Zhang, Lun
contents In this paper, we are concerned with higher-order analogues of the Tracy-Widom distribution, which describe the eigenvalue distributions in unitary random matrix models near critical edge points. The associated kernels are constructed by functions related to the even members of the Painlevé I hierarchy $\mathrm{P_{I}^{2k}}, k\in\mathbb{N}^{+}$, and are regarded as higher-order analogues of the Airy kernel. We present a novel approach to establish the multiplicative constant in the large gap asymptotics of the distribution, resolving an open problem in the work of Clayes, Its and Krasovsky. An important new feature of the expression is the involvement of an integral of the Hamiltonian associated with a special, real, pole-free solution for $\mathrm{P_{I}^{2k}}$. In addition, we show that the total integral of the Hamiltonian vanishes for all $k$, and establish a transition from the higher-order Tracy-Widom distribution to the classical one in the asymptotic regime. Our approach can also be adapted to calculate similar critical constants in other problems arising from mathematical physics.
format Preprint
id arxiv_https___arxiv_org_abs_2501_12679
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle The multiplicative constant in asymptotics of higher-order analogues of the Tracy-Widom distribution
Dai, Dan
Long, Wen-Gao
Xu, Shuai-Xia
Yao, Lu-Ming
Zhang, Lun
Mathematical Physics
In this paper, we are concerned with higher-order analogues of the Tracy-Widom distribution, which describe the eigenvalue distributions in unitary random matrix models near critical edge points. The associated kernels are constructed by functions related to the even members of the Painlevé I hierarchy $\mathrm{P_{I}^{2k}}, k\in\mathbb{N}^{+}$, and are regarded as higher-order analogues of the Airy kernel. We present a novel approach to establish the multiplicative constant in the large gap asymptotics of the distribution, resolving an open problem in the work of Clayes, Its and Krasovsky. An important new feature of the expression is the involvement of an integral of the Hamiltonian associated with a special, real, pole-free solution for $\mathrm{P_{I}^{2k}}$. In addition, we show that the total integral of the Hamiltonian vanishes for all $k$, and establish a transition from the higher-order Tracy-Widom distribution to the classical one in the asymptotic regime. Our approach can also be adapted to calculate similar critical constants in other problems arising from mathematical physics.
title The multiplicative constant in asymptotics of higher-order analogues of the Tracy-Widom distribution
topic Mathematical Physics
url https://arxiv.org/abs/2501.12679