The multiplicative constant in asymptotics of higher-order analogues of the Tracy-Widom distribution

TL;DR

This paper determines the multiplicative constant in the asymptotics of higher-order Tracy-Widom distributions, revealing new integral expressions involving Painlevé I hierarchy solutions and connecting these to classical distributions.

Contribution

It introduces a novel method to compute the multiplicative constant in the large gap asymptotics of higher-order Tracy-Widom distributions, involving Hamiltonian integrals of Painlevé I hierarchy solutions.

Findings

Derived the multiplicative constant involving Hamiltonian integrals.

Proved the total Hamiltonian integral vanishes for all orders.

Established the transition from higher-order to classical Tracy-Widom distribution.

Abstract

In this paper, we are concerned with higher-order analogues of the Tracy-Widom distribution, which describe the eigenvalue distributions in unitary random matrix models near critical edge points. The associated kernels are constructed by functions related to the even members of the Painlev\'{e} I hierarchy $\mathrm{P_{I}^{2k}}, k\in\mathbb{N}^{+}$, and are regarded as higher-order analogues of the Airy kernel. We present a novel approach to establish the multiplicative constant in the large gap asymptotics of the distribution, resolving an open problem in the work of Clayes, Its and Krasovsky. An important new feature of the expression is the involvement of an integral of the Hamiltonian associated with a special, real, pole-free solution for $\mathrm{P_{I}^{2k}}$. In addition, we show that the total integral of the Hamiltonian vanishes for all $k$, and establish a transition from the higher-order Tracy-Widom distribution to the classical one in the asymptotic regime. Our approach can also be adapted to calculate similar critical constants in other problems arising from mathematical physics.