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arXiv:0706.0359 [math.CA]AbstractReferencesReviewsResources

Boundary Conditions for Scaled Random Matrix Ensembles in the Bulk of the Spectrum

A. V. Kitaev, N. S. Witte

Published 2007-06-04Version 1

A spectral average which generalises the local spacing distribution of the eigenvalues of random $ N\times N $ hermitian matrices in the bulk of their spectrum as $ N\to\infty $ is known to be a $\tau$-function of the fifth Painlev\'e system. This $\tau$-function, $ \tau(s) $, has generic parameters and is transcendental but is characterised by particular boundary conditions about the singular point $s=0$, which we determine here. When the average reduces to the local spacing distribution we find that $\tau$-function is of the separatrix, or partially truncated type.

Comments: 23 pages, 2 figures, to appear in proceedings of Symmetries and Integrability of Difference Equations VII, Melbourne 2006
Categories: math.CA, math-ph, math.MP
Subjects: 05E35, 39A05, 37F10, 33C45, 34M55
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