Article ID Journal Published Year Pages File Type
4639747 Journal of Computational and Applied Mathematics 2011 9 Pages PDF
Abstract
We consider the 2-dimensional Toda lattice tau functions τn(t,s;η,θ) deforming the probabilities τn(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
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