Hamiltonian Structure of Equations Appearing in Random Matrices
Harnad, John ; Tracy, Craig A. ; Widom, Harold
arXiv, 9301051 / Harvested from arXiv
The level spacing distributions in the Gaussian Unitary Ensemble, both in the ``bulk of the spectrum,'' given by the Fredholm determinant of the operator with the sine kernel ${\sin \pi(x-y) \over \pi(x-y)}$ and on the ``edge of the spectrum,'' given by the Airy kernel ${\rm{Ai}(x) \rm{Ai}'(y) - \rm{Ai}(y) \rm{Ai}'(x) \over (x-y)}$, are determined by compatible systems of nonautonomous Hamiltonian equations. These may be viewed as special cases of isomonodromic deformation equations for first order $ 2\times 2 $ matrix differential operators with regular singularities at finite points and irregular ones of Riemann index 1 or 2 at $\infty$. Their Hamiltonian structure is explained within the classical R-matrix framework as the equations induced by spectral invariants on the loop algebra ${\tilde{sl}(2)}$, restricted to a Poisson subspace of its dual space ${\tilde{sl}^*_R(2)}$, consisting of elements that are rational in the loop parameter.
Publié le : 1993-01-13
Classification:  High Energy Physics - Theory,  Mathematical Physics,  Nonlinear Sciences - Exactly Solvable and Integrable Systems
@article{9301051,
     author = {Harnad, John and Tracy, Craig A. and Widom, Harold},
     title = {Hamiltonian Structure of Equations Appearing in Random Matrices},
     journal = {arXiv},
     volume = {1993},
     number = {0},
     year = {1993},
     language = {en},
     url = {http://dml.mathdoc.fr/item/9301051}
}
Harnad, John; Tracy, Craig A.; Widom, Harold. Hamiltonian Structure of Equations Appearing in Random Matrices. arXiv, Tome 1993 (1993) no. 0, . http://gdmltest.u-ga.fr/item/9301051/