Higher Order Analogues of Tracy-Widom Distributions via the Lax Method

We study the distribution of the largest eigenvalue in formal Hermitian one-matrix models at multicriticality, where the spectral density acquires an extra number of k-1 zeros at the edge. The distributions are directly expressed through the norms of orthogonal polynomials on a semi-infinite interval, as an alternative to using Fredholm determinants. They satisfy non-linear recurrence relations which we show form a Lax pair, making contact to the string literature in the early 1990's. The technique of pseudo-differential operators allows us to give compact expressions for the logarithm of the gap probability in terms of the Painleve XXXIV hierarchy. These are the higher order analogues of the Tracy-Widom distribution which has k=1. Using known Backlund transformations we show how to simplify earlier equivalent results that are derived from Fredholm determinant theory, valid for even k in terms of the Painleve II hierarchy.Comment: 24 pages. Improved discussion of Backlund transformations, in addition to other minor improvements in text. Typos corrected. Matches published versio

Purity distribution for generalized random Bures mixed states

We compute the distribution of the purity for random density matrices (i.e.random mixed states) in a large quantum system, distributed according to the Bures measure. The full distribution of the purity is computed using a mapping to random matrix theory and then a Coulomb gas method. We find three regimes that correspond to two phase transitions in the associated Coulomb gas. The first transition is characterized by an explosion of the third derivative on the left of the transition point. The second transition is of first order, it is characterized by the detachement of a single charge of the Coulomb gas. A key remark in this paper is that the random Bures states are closely related to the O(n) model for n=1. This actually led us to study "generalized Bures states" by keeping $n$ general instead of specializing to n=1

Large deviations of the maximal eigenvalue of random matrices

We present detailed computations of the 'at least finite' terms (three dominant orders) of the free energy in a one-cut matrix model with a hard edge a, in beta-ensembles, with any polynomial potential. beta is a positive number, so not restricted to the standard values beta = 1 (hermitian matrices), beta = 1/2 (symmetric matrices), beta = 2 (quaternionic self-dual matrices). This model allows to study the statistic of the maximum eigenvalue of random matrices. We compute the large deviation function to the left of the expected maximum. We specialize our results to the gaussian beta-ensembles and check them numerically. Our method is based on general results and procedures already developed in the literature to solve the Pastur equations (also called "loop equations"). It allows to compute the left tail of the analog of Tracy-Widom laws for any beta, including the constant term.Comment: 62 pages, 4 figures, pdflatex ; v2 bibliography corrected ; v3 typos corrected and preprint added ; v4 few more numbers adde

Spectral density asymptotics for Gaussian and Laguerre β\beta-ensembles in the exponentially small region

The first two terms in the large $N$ asymptotic expansion of the $\beta$ moment of the characteristic polynomial for the Gaussian and Laguerre $\beta$-ensembles are calculated. This is used to compute the asymptotic expansion of the spectral density in these ensembles, in the exponentially small region outside the leading support, up to terms $o(1)$ . The leading form of the right tail of the distribution of the largest eigenvalue is given by the density in this regime. It is demonstrated that there is a scaling from this, to the right tail asymptotics for the distribution of the largest eigenvalue at the soft edge.Comment: 19 page

A simple derivation of the Tracy-Widom distribution of the maximal eigenvalue of a Gaussian unitary random matrix

In this paper, we first briefly review some recent results on the distribution of the maximal eigenvalue of a $(N\times N)$ random matrix drawn from Gaussian ensembles. Next we focus on the Gaussian Unitary Ensemble (GUE) and by suitably adapting a method of orthogonal polynomials developed by Gross and Matytsin in the context of Yang-Mills theory in two dimensions, we provide a rather simple derivation of the Tracy-Widom law for GUE. Our derivation is based on the elementary asymptotic scaling analysis of a pair of coupled nonlinear recursion relations. As an added bonus, this method also allows us to compute the precise subleading terms describing the right large deviation tail of the maximal eigenvalue distribution. In the Yang-Mills language, these subleading terms correspond to non-perturbative (in $1/N$ expansion) corrections to the two-dimensional partition function in the so called `weak' coupling regime.Comment: 2 figure