Painlevé III' and the Hankel determinant generated by a singularly perturbed Gaussian weight
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Publication:1993683
Other special orthogonal polynomials and functions (33C47) Singular perturbations of ordinary differential equations (34D15) Asymptotic expansions of solutions to ordinary differential equations (34E05) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) Random matrices (probabilistic aspects) (60B20)
Abstract: In this paper, we study the Hankel determinant generated by a singularly perturbed Gaussian weight w(x,t)=mathrm{e}^{-x^{2}-frac{t}{x^{2}}},;;xin(-infty, infty),;;t>0. By using the ladder operator approach associated with the orthogonal polynomials, we show that the logarithmic derivative of the Hankel determinant satisfies both a non-linear second order difference equation and a non-linear second order differential equation. The Hankel determinant also admits an integral representation involving a Painlev'e III. Furthermore, we consider the asymptotics of the Hankel determinant under a double scaling, i.e. and such that is fixed. The asymptotic expansions of the scaled Hankel determinant for large and small are established, from which Dyson's constant appears.
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Cited in
(25)- Semi-classical Jacobi polynomials, Hankel determinants and asymptotics
- Painlevé III asymptotics of Hankel determinants for a singularly perturbed Laguerre weight
- Hankel determinants for a singular complex weight and the first and third Painlevé transcendents
- Perturbed Hankel determinant, correlation functions and Painlevé equations
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- The Hankel determinant associated with a singularly perturbed Laguerre unitary ensemble
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