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Tracy-Widom GUE law and symplectic invariants
We establish the relation between two objects: an integrable system related to Painleve II equation, and the symplectic invariants of a certain plane curve \Sigma_{TW} describing the average eigenvalue density of a random hermitian matrix spectrum near a hard edge (a bound for its maximal eigenvalue...
Autores principales: | , |
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Lenguaje: | eng |
Publicado: |
2010
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Materias: | |
Acceso en línea: | http://cds.cern.ch/record/1305323 |
Sumario: | We establish the relation between two objects: an integrable system related
to Painleve II equation, and the symplectic invariants of a certain plane curve
\Sigma_{TW} describing the average eigenvalue density of a random hermitian
matrix spectrum near a hard edge (a bound for its maximal eigenvalue). This
explains directly how the Tracy-Widow law F_{GUE}, governing the distribution
of the maximal eigenvalue in hermitian random matrices, can also be recovered
from symplectic invariants. |
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