Painlevé III and a singular linear statistics in Hermitian random matrix ensembles. I. (Q2268558): Difference between revisions

The authors study a certain linear statistics of the unitary Laguerre ensembles. This is equivalent to the characterization of a sequence of orthogonal polynomials. It is shown that the moment generating function, or the Laplace transform of the probability density function of the linear statistics can be expressed as ratio of Hankel determinants and as an integral involving a particular third Painlevé function.

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reviewed by

Galina Filipuk

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zbMATH Keywords

Painlevé equations

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Hermitian random matrices ensembles

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MaRDI profile type

MaRDI publication profile

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cites work

Toeplitz determinants from compatibility conditions

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Painlevé V and the distribution function of a discontinuous linear statistic in the Laguerre unitary ensembles

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Estimates of asymmetric Freud polynomials on the real line

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Laguerre-Freud's equations for the recurrence coefficients of semi- classical orthogonal polynomials

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Moment determinants as isomonodromic tau functions

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Semiclassical orthogonal polynomials, matrix models and isomonodromic tau functions

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Estimates of the orthogonal polynomials with weight \(\exp (-x^ m)\), m an even positive integer

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Estimates of the Hermite and the Freud polynomials

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Orthogonal Polynomials and Their Derivatives, II

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Orthogonal polynomials and their derivatives. I

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Painlevé IV and degenerate Gaussian unitary ensembles

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Ladder operators and differential equations for orthogonal polynomials

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Jacobi polynomials from compatibility conditions

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A Riemann–Hilbert approach to the Akhiezer polynomials

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Orthogonal polynomials with discontinuous weights

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Q3769641

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Q5394330

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Discrete Painlevé equations and their appearance in quantum gravity

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The isomonodromy approach to matrix models in 2D quantum gravity

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THE DISTRIBUTION OF THE FIRST EIGENVALUE SPACING AT THE HARD EDGE OF THE LAGUERRE UNITARY ENSEMBLE

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Q5693281

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Application of the τ‐function theory of Painlevé equations to random matrices: P<sub>V</sub>, P<sub>III</sub>, the LUE, JUE, and CUE

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Q3270024

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Q5843703

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On differential equations for orthogonal polynomials

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Discriminants and functional equations for polynomials orthogonal on the unit circle

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Random words, Toeplitz determinants and integrable systems. II

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Monodromy preserving deformation of linear ordinary differential equations with rational coefficients. II

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Monodromy preserving deformation of linear ordinary differential equations with rational coefficients. I: General theory and \(\tau \)-function

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Finite temperature expectation values of local fields in the sinh-Gordon model

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Freud equations for Legendre polynomials on a circular arc and solution of the Grünbaum-Delsarte-Janssen-Vries problem.

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Painlevé-type differential equations for the recurrence coefficients of semi-classical orthogonal polynomials

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Q4681935

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Orthogonal polynomials

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Q5296411

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Q3780146

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Time-Dependent Orthogonal Polynomials and Theory of Soliton –Applications to Matrix Model, Vertex Model and Level Statistics

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On Certain Special Sets of Orthogonal Polynomials

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Random unitary matrices, permutations and Painlevé

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Identifiers

zbMATH Open document ID

1189.33035

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DOI

10.1016/j.jat.2009.05.005

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2268558

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-Alexander R. Its
@@ Property / author: Alexander R. Its / rank @@
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@@ Property / author @@
+Alexander R. Its
@@ Property / author: Alexander R. Its / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2004481291
@@ Property / OpenAlex ID: W2004481291 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.3590
@@ Property / arXiv ID: 0808.3590 / rank @@
+Normal rank
@@ Property / cites work @@
+Toeplitz determinants from compatibility conditions
+Normal rank
@@ Property / cites work @@
+Painlevé V and the distribution function of a discontinuous linear statistic in the Laguerre unitary ensembles
+Normal rank
@@ Property / cites work @@
+Estimates of asymmetric Freud polynomials on the real line
+Normal rank
@@ Property / cites work @@
+Laguerre-Freud's equations for the recurrence coefficients of semi- classical orthogonal polynomials
+Normal rank
@@ Property / cites work @@
+Moment determinants as isomonodromic tau functions
+Normal rank
@@ Property / cites work @@
+Semiclassical orthogonal polynomials, matrix models and isomonodromic tau functions
+Normal rank
@@ Property / cites work @@
+Estimates of the orthogonal polynomials with weight \(\exp (-x^ m)\), m an even positive integer
+Normal rank
@@ Property / cites work @@
+Estimates of the Hermite and the Freud polynomials
+Normal rank
@@ Property / cites work @@
+Orthogonal Polynomials and Their Derivatives, II
@@ Property / cites work: Orthogonal Polynomials and Their Derivatives, II / rank @@
+Normal rank
@@ Property / cites work @@
+Orthogonal polynomials and their derivatives. I
@@ Property / cites work: Orthogonal polynomials and their derivatives. I / rank @@
+Normal rank
@@ Property / cites work @@
+Painlevé IV and degenerate Gaussian unitary ensembles
+Normal rank
@@ Property / cites work @@
+Ladder operators and differential equations for orthogonal polynomials
+Normal rank
@@ Property / cites work @@
+Jacobi polynomials from compatibility conditions
@@ Property / cites work: Jacobi polynomials from compatibility conditions / rank @@
+Normal rank
@@ Property / cites work @@
+A Riemann–Hilbert approach to the Akhiezer polynomials
+Normal rank
@@ Property / cites work @@
+Orthogonal polynomials with discontinuous weights
@@ Property / cites work: Orthogonal polynomials with discontinuous weights / rank @@
+Normal rank
@@ Property / cites work @@
+Q3769641
@@ Property / cites work: Q3769641 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5394330
@@ Property / cites work: Q5394330 / rank @@
+Normal rank
@@ Property / cites work @@
+Discrete Painlevé equations and their appearance in quantum gravity
+Normal rank
@@ Property / cites work @@
+The isomonodromy approach to matrix models in 2D quantum gravity
+Normal rank
@@ Property / cites work @@
+THE DISTRIBUTION OF THE FIRST EIGENVALUE SPACING AT THE HARD EDGE OF THE LAGUERRE UNITARY ENSEMBLE
+Normal rank
@@ Property / cites work @@
+Q5693281
@@ Property / cites work: Q5693281 / rank @@
+Normal rank
@@ Property / cites work @@
+Application of the τ‐function theory of Painlevé equations to random matrices: P<sub>V</sub>, P<sub>III</sub>, the LUE, JUE, and CUE
+Normal rank
@@ Property / cites work @@
+Q3270024
@@ Property / cites work: Q3270024 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5843703
@@ Property / cites work: Q5843703 / rank @@
+Normal rank
@@ Property / cites work @@
+On differential equations for orthogonal polynomials
+Normal rank
@@ Property / cites work @@
+Discriminants and functional equations for polynomials orthogonal on the unit circle
+Normal rank
@@ Property / cites work @@
+Random words, Toeplitz determinants and integrable systems. II
+Normal rank
@@ Property / cites work @@
+Monodromy preserving deformation of linear ordinary differential equations with rational coefficients. II
+Normal rank
@@ Property / cites work @@
+Monodromy preserving deformation of linear ordinary differential equations with rational coefficients. I: General theory and \(\tau \)-function
+Normal rank
@@ Property / cites work @@
+Finite temperature expectation values of local fields in the sinh-Gordon model
+Normal rank
@@ Property / cites work @@
+Freud equations for Legendre polynomials on a circular arc and solution of the Grünbaum-Delsarte-Janssen-Vries problem.
+Normal rank
@@ Property / cites work @@
+Painlevé-type differential equations for the recurrence coefficients of semi-classical orthogonal polynomials
+Normal rank
@@ Property / cites work @@
+Q4681935
@@ Property / cites work: Q4681935 / rank @@
+Normal rank
@@ Property / cites work @@
+Orthogonal polynomials
@@ Property / cites work: Orthogonal polynomials / rank @@
+Normal rank
@@ Property / cites work @@
+Q5296411
@@ Property / cites work: Q5296411 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3780146
@@ Property / cites work: Q3780146 / rank @@
+Normal rank
@@ Property / cites work @@
+Time-Dependent Orthogonal Polynomials and Theory of Soliton –Applications to Matrix Model, Vertex Model and Level Statistics
+Normal rank
@@ Property / cites work @@
+On Certain Special Sets of Orthogonal Polynomials
@@ Property / cites work: On Certain Special Sets of Orthogonal Polynomials / rank @@
+Normal rank
@@ Property / cites work @@
+Random unitary matrices, permutations and Painlevé
+Normal rank