Gap probabilities for double intervals in Hermitian random matrix ensembles as \({\tau}\)-functions -- spectrum singularity case (Q703954)

The author considers the probability for the exclusion of eigenvalues from an interval \((-x,x)\) symmetrical about the origin for a scaled ensemble of Hermitian random matrices, where the Fredholm kernel is a type of Bessel kernel with parameter \(a\). He shows that this probability is the square of a \(\tau\)-funcion for the Painlevé system. Then the author leads to a factorization of the probability as the product of two \(\tau\)-functions for the Painlevé system. His previous study has given a formula of this type, involving Painlevé system with different parameters, consequently implying an identity between products of \(\tau\)-functions.