On the Tracy-Widom$_\beta$ Distribution for $\beta=6$

TL;DR

This paper rigorously analyzes the Tracy-Widom distribution for beta=6, connecting Rumanov's Lax pair with Painlevé II and validating key steps in the asymptotic analysis.

Contribution

It provides a rigorous interpretation of Rumanov's Lax pair as a gauge transformation and confirms the Painlevé function as Hastings-McLeod solution.

Findings

Rumanov's Lax pair can be seen as a gauge transformation of Painlevé II Lax pair.

The Painlevé function in Rumanov's formula is confirmed as the Hastings-McLeod solution.

The paper discusses the open problem of integrability of an auxiliary ODE.

Abstract

We study the Tracy-Widom distribution function for Dyson's $\beta$-ensemble with $\beta = 6$. The starting point of our analysis is the recent work of I. Rumanov where he produces a Lax-pair representation for the Bloemendal-Vir\'ag equation. The latter is a linear PDE which describes the Tracy-Widom functions corresponding to general values of $\beta$. Using his Lax pair, Rumanov derives an explicit formula for the Tracy-Widom $\beta=6$ function in terms of the second Painlev\'e transcendent and the solution of an auxiliary ODE. Rumanov also shows that this formula allows him to derive formally the asymptotic expansion of the Tracy-Widom function. Our goal is to make Rumanov's approach and hence the asymptotic analysis it provides rigorous. In this paper, the first one in a sequel, we show that Rumanov's Lax-pair can be interpreted as a certain gauge transformation of the standard Lax pair for the second Painlev\'e equation. This gauge transformation though contains functional parameters which are defined via some auxiliary nonlinear ODE which is equivalent to the auxiliary ODE of Rumanov's formula. The gauge-interpretation of Rumanov's Lax-pair allows us to highlight the steps of the original Rumanov's method which needs rigorous justifications in order to make the method complete. We provide a rigorous justification of one of these steps. Namely, we prove that the Painlev\'e function involved in Rumanov's formula is indeed, as it has been suggested by Rumanov, the Hastings-McLeod solution of the second Painlev\'e equation. The key issue which we also discuss and which is still open is the question of integrability of the auxiliary ODE in Rumanov's formula. We note that this question is crucial for the rigorous asymptotic analysis of the Tracy-Widom function.