Painlevé III and a singular linear statistics in Hermitian random matrix ensembles. I.

DOI10.1016/J.JAT.2009.05.005zbMATH Open1189.33035arXiv0808.3590OpenAlexW2004481291MaRDI QIDQ2268558FDOQ2268558

Authors: Yang Chen, A. R. Its 

Publication date: 8 March 2010

Published in: Journal of Approximation Theory (Search for Journal in Brave)

Abstract: In this paper, we study a certain linear statistics of the unitary Laguerre ensembles, motivated in part by an integrable quantum field theory at finite temperature. It transpires that this is equivalent to the characterization of a sequence of polynomials orthogonal with respect to the weight ${\displaystyle }$ w(x)=w(x,s):=x^{al} me^{-x} me^{-s/x}, quad 0leq x<infty, al>0, s>0, ${\displaystyle }$ namely, the determination of the associated Hankel determinant and recurrence coefficients. Here $w(x,s)$ is the Laguerre weight $x^{al}:m{e}^{-x}$ 'perturbed' by a multiplicative factor $m{e}^{-s/x},$ which induces an infinitely strong zero at the origin. For polynomials orthogonal on the unit circle, a particular example where there are explicit formulas, the weight of which has infinitely strong zeros, was investigated by Pollazcek and Szeg"o many years ago. Such weights are said to be 'singular' or irregular due to the violation of the Szeg"o condition. In our problem, the linear statistics is a sum of the reciprocal of positive random variables $x_j:j=1,\mathrm{..},,n;$ $su{m}_{j=1}^{n}1/x_j.$ We show that the moment generating function, or the Laplace transform of the probability density function of this linear statistics is expressed as the ratio of Hankel determinants and as an integral of the combination of a particular third Painlev'e function.

Full work available at URL: https://arxiv.org/abs/0808.3590

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zbMATH Keywords

Hermitian random matrices ensemblesPainlevé equations

Mathematics Subject Classification ID

Painlevé-type functions (33E17)

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Cited In (78)

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