FW: Painleve II numerics
- Subject: FW: Painleve II numerics
- From: "Daniel Lozier" <lozier@nist.gov>
- Date: Tue, 21 Aug 2001 13:43:21 -0400
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- Reply-To: <lozier@nist.gov>
From: opsftalk@nist.gov [mailto:opsftalk@nist.gov]On Behalf Of Steven
Finch
Sent: Tuesday, August 21, 2001 1:06 PM
To: dlozier@nist.gov
Subject: Painleve II numerics
-----Original Message-----
Sender: Steven Finch <sfinch@mathsoft.com>
Subject: Painleve II numerics
Hello!
Here are four constants associated with the
longest increasing subsequence problem (Baik,
Deift and Johansson):
mu=-1.77109, sigma=0.9018 (largest eigenvalue
of random GUE matrix)
mu'=3.6754, sigma'=0.7351 (second-largest e.v.)
of random GUE matrix)
http://front.math.ucdavis.edu/math.CO/9810105
http://front.math.ucdavis.edu/math.CO/9901118
These can be expressed as integrals involving a
certain Painleve II ODE solution that satisfies
asymptotic boundary conditions.
The values came from Tracy and Widom:
http://front.math.ucdavis.edu/hep-th/9211141
who used asymptotic expansions of the Painleve II
solution at both plus and minus infinity to integrate
forwards/backwards.
I am simply wondering if anyone has improved
the estimates of these four constants. Is
Tracy-Widom's numerical analysis "state-of-the-
art" for this problem? Or can someone do better?
Thank you most kindly!
Steve Finch
**************************************************
Steven Finch
MathSoft Engineering & Education, Inc.
101 Main St.
Cambridge, MA, USA 02142
http://www.mathsoft.com/asolve/sfinch.html
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