Continuous and discrete Painlevé equations arising from the gap probability distribution of the finite \(n\) Gaussian unitary ensembles (Q478444)

As it is known, in the theory of random matrices the probability that the interval \((-a,a)\) is absent of eigenvalues is written in terms of functions that satisfy a particular Painleve IV equation. In the present paper, the gap probability is studied through the Hankel determinant of order \(n\) generated by the singularly deformed weight \(w_0(x)\chi_{J^c}(x)\), where \(w_0(x)=e^{-x^2}\) is the underformed weight and \(J^c=(-\infty,-a)\cup (a,\infty)\). The results of the paper fall into two categories. Firstly, an elementary derivation of the Sigma form of the Painleve IV equations is given that is satisfied by the logarithmic derivative of the probability. Secondly, difference equations for the same quantity are derived. One of these equations is a particular case of the modified discrete Painleve II equation.