A centerless representation of the Virasoro algebra associated with the unitary circular ensemble

被引:2
作者
Haine, Luc [1 ]
Vanderstichelen, Didier [1 ]
机构
[1] Catholic Univ Louvain, Dept Math, B-1348 Louvain, Belgium
关键词
Random matrices; Virasoro algebra; DIFFERENTIAL-EQUATIONS; HAMILTONIAN-STRUCTURE; SYMMETRIES; LATTICES; TODA;
D O I
10.1016/j.cam.2010.06.006
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We consider the 2-dimensional Toda lattice tau functions tau(n)(t, s; eta, theta) deforming the probabilities tau(n)(eta, theta) that a randomly chosen matrix from the unitary group U(n), for the Haar measure, has no eigenvalues within an arc (eta, theta) of the unit circle. We show that these tau functions satisfy a centerless Virasoro algebra of constraints, with a boundary part in the sense of Adler, Shiota and van Moerbeke. As an application, we obtain a new derivation of a differential equation due to Tracy and Widom, satisfied by these probabilities, linking it to the Painleve VI equation. (C) 2010 Elsevier B.V. All rights reserved.
引用
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页码:19 / 27
页数:9
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