Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4639747 | Journal of Computational and Applied Mathematics | 2011 | 9 Pages |
Abstract
We consider the 2-dimensional Toda lattice tau functions Ïn(t,s;η,θ) deforming the probabilities Ïn(η,θ) that a randomly chosen matrix from the unitary group U(n), for the Haar measure, has no eigenvalues within an arc (η,θ) of the unit circle. We show that these tau functions satisfy a centerless Virasoro algebra of constraints, with a boundary part in the sense of Adler, Shiota and van Moerbeke. As an application, we obtain a new derivation of a differential equation due to Tracy and Widom, satisfied by these probabilities, linking it to the Painlevé VI equation.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Luc Haine, Didier Vanderstichelen,