Aarhus Universitets segl

Asymptotics for integrable systems in deformed unitary random matrix ensembles

Carla da Silva Pinheiro (University of São Paulo)
Tirsdag 24. marts 2026 15:15 – 16:15 Aud. D2 (1531-119)
Stochastics seminar

Eigenvalues from random matrices offer a good model for several systems: from abstract objects such as log-gas and big-data to everyday-life elements such as coffee stains and buses timetables. In unitary ensembles, the eigenvalues constitute a determinantal point process and the relevant statistics are obtained through a kernel. In this context, when the density of the associated equilibrium measure vanishes as $x^{1/2}$ in the edge of the support, the kernel converges to the Airy one. And, it had been conjectured that for a vanishing order $x^{(4k+1)/2}$ one recovers the higher order Painlevé I kernel [1].

The present seminar brings some results in the context of a deformation of the higher order Painlevé I kernel. Firstly, some applications and motivation for the study of random matrix theory are presented in a very non-technical way. Then, the main definitions and standard techniques are stated. Finally, we discuss the results in the asymptotic characterization for integrable hierarchies obtained from the deformed kernel, inspired by [2]. The presentation is based in two joint works with Cafasso, one available on Arxiv:2504.20721 and one currently in preparation for submission.

References

  1. T. Claeys and A. Its and I. Krasovsky, Higher-order analogues of the Tracy-Widom distribution and the Painlevé II hierarchy, Comm. Pure Appl. Math., (2010).
  2. Cafasso, M., Claeys, T., and Ruzza, G. (2021). Airy kernel determinant solutions to the KdV equation and integro-differential Painlevé equations. Communications in Mathematical Physics, 386(2), 1107–1153.
Kontakt: Fabrice Baudoin Revideret: 13.03.2026