Random unitary matrices, permutations and Painleve

被引:56
作者
Tracy, CA [1 ]
Widom, H
机构
[1] Univ Calif Davis, Dept Math, Davis, CA 95616 USA
[2] Univ Calif Davis, Inst Theoret Dynam, Davis, CA 95616 USA
[3] Univ Calif Santa Cruz, Dept Math, Santa Cruz, CA 95064 USA
关键词
D O I
10.1007/s002200050741
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
This paper is concerned with certain connections between the ensemble of n x n unitary matrices - specifically the characteristic function of the random variable tr(U) - and combinatorics - specifically Ulam's problem concerning the distribution of the length of the longest increasing subsequence in permutation groups - and the appearance of Painleve functions in the answers 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 terms of a Painleve' II function for the limiting distribution of the length of the longest increasing subsequence in the hyperoctahedral groups.
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收藏
页码:665 / 685
页数:21
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