Painlev\'e representation of Tracy-Widom$_\beta$ distribution for $\beta = 6$

TL;DR

This paper derives a Painlevé II-based representation for the Tracy-Widom distribution at beta=6, expanding understanding of beta ensembles and providing tools for asymptotic analysis.

Contribution

It introduces a novel Painlevé II representation for the Tracy-Widom distribution at beta=6, including a new nonlinear ODE and linear system analysis.

Findings

Derived a second order nonlinear ODE involving PII for beta=6

Expressed the distribution in terms of Hastings-McLeod solution of PII

Analyzed local singularities with series solutions

Abstract

In arXiv:1306.2117, we found explicit Lax pairs for the soft edge of beta ensembles with even integer values of $\beta$. Using this general result, the case $\beta=6$ is further considered here. This is the smallest even $\beta$, when the corresponding Lax pair and its relation to Painlev\'e II (PII) have not been known before, unlike cases $\beta=2$ and $4$. It turns out that again everything can be expressed in terms of the Hastings-McLeod solution of PII. In particular, a second order nonlinear ODE for the logarithmic derivative of Tracy-Widom distribution for $\beta=6$ involving the PII function in the coefficients, is found, which allows one to compute asymptotics for the distribution function. The ODE is a consequence of a linear system of three ODEs for which the local singularity analysis yields series solutions with exponents in the set $4/3$, $1/3$ and $-2/3$.