Level-Spacing Distributions and the Airy Kernel
Tracy, Craig A. ; Widom, Harold
arXiv, 9211141 / Harvested from arXiv
Scaling level-spacing distribution functions in the ``bulk of the spectrum'' in random matrix models of $N\times N$ hermitian matrices and then going to the limit $N\to\infty$, leads to the Fredholm determinant of the sine kernel $\sin\pi(x-y)/\pi (x-y)$. Similarly a scaling limit at the ``edge of the spectrum'' leads to the Airy kernel $[{\rm Ai}(x) {\rm Ai}'(y) -{\rm Ai}'(x) {\rm Ai}(y)]/(x-y)$. In this paper we derive analogues for this Airy kernel of the following properties of the sine kernel: the completely integrable system of P.D.E.'s found by Jimbo, Miwa, M{\^o}ri and Sato; the expression, in the case of a single interval, of the Fredholm determinant in terms of a Painlev{\'e} transcendent; the existence of a commuting differential operator; and the fact that this operator can be used in the derivation of asymptotics, for general $n$, of the probability that an interval contains precisely $n$ eigenvalues.
Publié le : 1992-11-30
Classification:  High Energy Physics - Theory,  Condensed Matter,  Mathematical Physics,  Nonlinear Sciences - Exactly Solvable and Integrable Systems
@article{9211141,
     author = {Tracy, Craig A. and Widom, Harold},
     title = {Level-Spacing Distributions and the Airy Kernel},
     journal = {arXiv},
     volume = {1992},
     number = {0},
     year = {1992},
     language = {en},
     url = {http://dml.mathdoc.fr/item/9211141}
}
Tracy, Craig A.; Widom, Harold. Level-Spacing Distributions and the Airy Kernel. arXiv, Tome 1992 (1992) no. 0, . http://gdmltest.u-ga.fr/item/9211141/