Painlevé III and a singular linear statistics in Hermitian random matrix ensembles. I. (Q2268558)
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| English | Painlevé III and a singular linear statistics in Hermitian random matrix ensembles. I. |
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Painlevé III and a singular linear statistics in Hermitian random matrix ensembles. I. (English)
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8 March 2010
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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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Painlevé equations
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Hermitian random matrices ensembles
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