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arXiv · 0704.3636

Asymptotics of Tracy-Widom distributions and the total integral of a Painlevé II function

Jinho Baik·Robert Buckingham·Jeffery DiFranco
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Abstract

The Tracy-Widom distribution functions involve integrals of a Painlevé II function starting from positive infinity. In this paper, we express the Tracy-Widom distribution functions in terms of integrals starting from minus infinity. There are two consequences of these new representations. The first is the evaluation of the total integral of the Hastings-McLeod solution of the Painlevé II equation. The second is the evaluation of the constant term of the asymptotic expansions of the Tracy-Widom distribution functions as the distribution parameter approaches minus infinity. For the GUE Tracy-Widom distribution function, this gives an alternative proof of the recent work of Deift, Its, and Krasovsky. The constant terms for the GOE and GSE Tracy-Widom distribution functions are new.

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Jinho Baik, Robert Buckingham, Jeffery DiFranco. 2007-04-26. Asymptotics of Tracy-Widom distributions and the total integral of a Painlevé II function. https://doi.org/10.1007/s00220-008-0433-5

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