Painlevé V and a Pollaczek-Jacobi type orthogonal polynomials (Q619059): Difference between revisions

A sequence of polynomials \(\{P_n(x):n\in\mathbb N, x\in[0,1]\}\) orthogonal with respect to a one-parameter family of weights \(w(x,t)=e^{-t/x}x^\alpha(1-x)^\beta\), where \(t\geq0\), i.e., \[ \int_0^1P_m(x)P_n(x)w(x,t)\,dx=h_n\delta_{m,n} \] is studied. If \(t=0\), \(w(x,t)\) reduces to a shifted Jacobi weight. The orthogonality condition gives the recurrence relation \(xP_n(x)=P_{n+1}(x)+\alpha_nP_n(x)+\beta_nP_{n-1}(x)\), \(n\in\mathbb N_0\), where \(P_{0}(x)=1\) and \(\beta_0P_{-1}(x)=0\). With the aid of the compatibility conditions, the recurrence coefficients \(\alpha_n\) and \(\beta_n\) are expressed in terms of a set of auxiliary quantities that satisfy a system of difference equations. The recurrence coefficients \(\alpha_n\) and \(\beta_n\) satisfy a pair of Toda-like equations \(t\frac{d}{dt}\alpha_n=r_n^*-r_{n+1}^*\); \(t\frac{d}{dt} \beta_n=(R_{n-1}^*- R_{n}^*)\beta_n\), where \(R_{n}^*\) and \(r_{n}^*\) are auxiliary quantities (Lemma 4.3). The logarithmic derivative \(H_n(t)=t\frac{d}{dt}\ln D_n(t)\) of the Hankel determinant \[ D_n(t)= \text{det}\left(\int_0^1x^{i+j}e^{-t/x} x^\alpha(1-x)^\beta\,dx \right)_{i,j=0}^{n-1} \] satisfies to the non-linear second-order ordinary differential equation (Theorem 5.4) \[ (tH_n'')^2=[n(n+\alpha+\beta)-H_n+(\alpha+t)H_n']^2+4H_n'(tH_n'-H_n)(\beta-H_n'). \] It turns out that \(H_n\) satisfies the Jimbo-Miwa-Okamoto \(\sigma\)-form of \(P_V\) for a special choice for parameters. The function \(S_n(t)=R_n(t)/(2n+1+\alpha+\beta)\), where \(R_n(t)=\frac{\beta}{h_n}\int_0^1P^2_n(y)w(y,t)\frac{dy}{1-y}\) satisfies a differential equation which is \(P_V((2n+1+\alpha+\beta)^2/2,-\beta^2/2,\alpha,-1/2)\) (Theorem 7.2).