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Tracy-Widom GUE law and symplectic invariants (1011.1418v2)
Published 5 Nov 2010 in nlin.SI, math-ph, and math.MP
Abstract: We establish the relation between two objects: an integrable system related to Painleve II equation, and the symplectic invariants of a certain plane curve \Sigma_{TW} describing the average eigenvalue density of a random hermitian matrix spectrum near a hard edge (a bound for its maximal eigenvalue). This explains directly how the Tracy-Widow law F_{GUE}, governing the distribution of the maximal eigenvalue in hermitian random matrices, can also be recovered from symplectic invariants.
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