Higher order Tracy-Widom distributions and applications

Mattia Cafasso
Date and time
Conference - Multiscale problems in mathematical physics

After a brief introduction to the original Tracy-Widom distribution and its applications, I will describe some generalisations ("higher order Tracy--Widom distributions") recently introduced in the physical and mathematical literature, and give an expression of them in terms of solutions of certain equations of Painlevé type. Time permitting, I will explain how the theory of integrable ODEs allows us to study the large deviations of these distributions.