P. Shukla, LEVEL SPACING FUNCTIONS AND THE CONNECTION PROBLEM OF A 5TH PAINLEVE TRANSCENDENT, Journal of physics. A, mathematical and general, 28(11), 1995, pp. 3177-3195
In the study of level spacing functions for the eigenvalues of random
matrices, Mahoux and Mehta studied the functions S(t), A(t) and B(t) r
elated to certain Fredholm determinants. These functions can be expres
sed in terms of the fifth (or the third) Painleve transcendents. The a
symptotic behaviour for t --> infinity of these functions and their de
rivatives with respect to a parameter were derived by them except for
an unknown constant. Using Jimbo's method of monodromy preserving defo
rmations, we connect the behaviour of the fifth Painleve transcendent
at t = 0 and at t = infinity, thus determining the unknown constant.