Fredholm Determinants from Schr\"odinger Type Equations, and Deformation of Tracy-Widom Distribution
Taro Kimura, Xavier Navand

TL;DR
This paper generalizes the Tracy-Widom distribution by analyzing Fredholm determinants derived from kernels satisfying Schr"odinger type equations, connecting them to isomonodromic systems and broadening their applications.
Contribution
It introduces a new class of Fredholm determinants based on Schr"odinger equations, extending the Tracy-Widom distribution to more general defining functions.
Findings
Generalized Tracy-Widom distribution for a class of Schr"odinger-based kernels
Established connection between Fredholm determinants and isomonodromic systems
Provided a framework for broader applications of these distributions
Abstract
We undertake an analysis of Fredholm determinants arising from kernels whose defining functions satisfy a Schr\"odinger type equation. When this defining function is the Airy one, the evaluation of the corresponding Fredholm determinant yields the notorious Tracy-Widom distribution [hep-th/9211141], which has found many applications in numerous domains. In this paper, we unveil a generalization of the Tracy-Widom distribution for a generic class of defining functions. Furthermore, we bring forth a direct application of our upshot and survey the relation between the framework which we employ and isomonodromic systems.
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Taxonomy
TopicsStatistical Distribution Estimation and Applications · Mathematical functions and polynomials · Random Matrices and Applications
