Random unitary matrices, permutations and Painleve

Citation
Ca. Tracy et H. Widom, Random unitary matrices, permutations and Painleve, COMM MATH P, 207(3), 1999, pp. 665-685
Citations number
11
Categorie Soggetti
Physics
Journal title
COMMUNICATIONS IN MATHEMATICAL PHYSICS
ISSN journal
00103616 → ACNP
Volume
207
Issue
3
Year of publication
1999
Pages
665 - 685
Database
ISI
SICI code
0010-3616(199911)207:3<665:RUMPAP>2.0.ZU;2-2
Abstract
This paper is concerned with certain connections between the ensemble of n x n unitary matrices - specifically the characteristic function of the rand om variable tr(U) - and combinatorics - specifically Ulam's problem concern ing the distribution of the length of the longest increasing subsequence in permutation groups - and the appearance of Painleve functions in the answe rs to apparently unrelated questions. Among the results is a representation in terms of a Painleve V function for the characteristic function of tr(U) and (using recent results of Balk, Deift and Johansson) an expression in t erms of a Painleve' II function for the limiting distribution of the length of the longest increasing subsequence in the hyperoctahedral groups.