Research output: Contribution to journal › Article

Thomas Bothner, Alexander Its, Andrei Prokhorov

Original language | English |
---|---|

Pages (from-to) | 483–551 |

Number of pages | 69 |

Journal | ADVANCES IN MATHEMATICS |

Volume | 345 |

Early online date | 16 Jan 2019 |

DOIs | |

Accepted/In press | 4 Jan 2019 |

E-pub ahead of print | 16 Jan 2019 |

Published | 17 Mar 2019 |

Additional links |

**On the analysis_BOTHNER_Accepted 4 Jan 19_GREEN_AAM**On_the_analysis_BOTHNER_Accepted_4_Jan_19_GREEN_AAM.pdf, 940 KB, application/pdf

Uploaded date:24 Jan 2019

Version:Accepted author manuscript

Several distribution functions in the classical unitarily invari-ant matrix ensembles are prime examples of isomonodromic tau functions as introduced by Jimbo, Miwa and Ueno (JMU) in the early 1980s [45]. Recent advances in the theory of tau functions [41], based on earlier works of B. Malgrange and M. Bertola, have allowed to extend the original Jimbo–Miwa–Ueno differential form to a 1-form closed on the full space of extended monodromy data of the underlying Lax pairs. This in turn has yielded a novel approach for the asymptotic evaluation of isomonodromic tau functions, in-cluding the exact computation of all relevant constant factors. We use this method to efficiently compute the tail asymp-totics of soft-edge, hard-edge and bulk scaled distribution and gap functions in the complex Wishart ensemble, provided

No data available

King's College London - Homepage

© 2018 King's College London | Strand | London WC2R 2LS | England | United Kingdom | Tel +44 (0)20 7836 5454