Discrete Painlevé equations and random matrix averages

The τ-function theory of Painleve systems is used to derive recurrences in the rank n of certain random matrix averages over U(n). These recurrences involve auxiliary quantities which satisfy discrete Painleve equations. The random matrix averages include cases which can be interpreted as eigenvalue distributions at the hard edge and in the bulk of matrix ensembles with unitary symmetry. The recurrences are illustrated by computing the value of a sequence of these distributions as n varies, and demonstrating convergence to the value of the appropriate limiting distribution.

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