Painlevé III asymptotics of Hankel determinants for a singularly perturbed Laguerre weight (Q2256604)

The partition function of the rank \(n\) random matrix ensemble associated with the weight function \(w(x)=x^{\alpha}e^{-x-\frac{t}{x}}\), \(x,t,\alpha>0\), coincides up to an elementary factor with the Hankel determinant of the moments of this weight function. Thus the \(n\)-large asymptotics of the partition function can be expressed in terms of the \(n\)-large asymptotics of the polynomials orthogonal with respect to the same weight function. Using this known idea and applying the well developed Riemann-Hilbert problem approach, the authors find the \(n\)-large asymptotics of the Hankel determinant up to a \(t\)-independent factor, the \(n\)-large asymptotics of the coefficients to the three-term recurrence relation and the asymptotics of the leading order coefficient in the monomial expansion of the orthonormal polynomials. All these asymptotics involve the function \(r(s)\), \(s=2nt\), introduced in one of the authors' previous papers together with the relevant model Riemann-Hilbert problem. The latter problem is used in the course of application of the Deift-Zhou steepest-descent analysis. This function solves a 3rd order nonlinear ODE equivalent to a particular case of the classical third Painlevé equation PIII and satisfies certain boundary conditions as \(t=0\) and \(2nt\to+\infty\). It is interesting that this function, like any solution to PIII, controls isomonodromy deformations of a \(2\times2\) matrix linear ODE with two irregular singularities but, in contrast to the Garnier-Jimbo-Miwa system for PIII, the principal matrix coefficient to one of these singularities is nilpotent.