Painlevé III and a singular linear statistics in Hermitian random matrix ensembles. I.
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Publication:2268558
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 w(x)=w(x,s):=x^{al}
me^{-x}
me^{-s/x}, quad 0leq x<infty, al>0, s>0, namely, the determination of the associated Hankel determinant and recurrence coefficients. Here is the Laguerre weight 'perturbed' by a multiplicative factor 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 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.
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(78)- Characteristic polynomials of orthogonal and symplectic random matrices, Jacobi ensembles \& \(L\)-functions
- Asymptotics for a singularly perturbed GUE, Painlevé III, double-confluent Heun equations, and small eigenvalues
- Asymptotic relations for semi-classical Laguerre orthogonal polynomials and the associated Hankel determinants
- A degenerate Gaussian weight connected with Painlevé equations and Heun equations
- A differential equation for varying Krall-type orthogonal polynomials
- A system of nonlinear difference equations for recurrence relation coefficients of a modified Jacobi weight
- The smallest eigenvalue of large Hankel matrices generated by a singularly perturbed Laguerre weight
- Asymptotics of the determinant of the modified Bessel functions and the second Painlevé equation
- Discrete, Continuous and Asymptotic for a Modified Singularly Gaussian Unitary Ensemble and the Smallest Eigenvalue of Its Large Hankel Matrices
- Orthogonal polynomials with a singularly perturbed Airy weight
- Symmetrization process and truncated orthogonal polynomials
- Gaussian unitary ensembles with jump discontinuities, PDEs, and the coupled Painlevé IV system
- Differential and difference equations for recurrence coefficients of orthogonal polynomials with a singularly perturbed Laguerre-type weight
- Ladder operators and a differential equation for varying generalized Freud-type orthogonal polynomials
- Painlevé IV, Chazy II, and asymptotics for recurrence coefficients of semi‐classical Laguerre polynomials and their Hankel determinants
- Semi-classical orthogonal polynomials associated with a modified Gaussian weight
- The relationship between semiclassical Laguerre polynomials and the fourth Painlevé equation
- Singular values for products of two coupled random matrices: hard edge phase transition
- Asymptotics of determinants of Hankel matrices via non-linear difference equations
- The recurrence coefficients of a semi-classical Laguerre polynomials and the large n asymptotics of the associated Hankel determinant
- The Toda and Painlevé systems associated with semiclassical matrix-valued orthogonal polynomials of Laguerre type
- Perturbed Laguerre unitary ensembles, Hankel determinants, and information theory
- Special function solutions of Painlevé equations: theory, asymptotics and applications
- Hamiltonian structure for a differential system from a modified Laguerre weight via the geometry of the modified third Painlevé equation
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- On Laguerre–Hahn affine orthogonal polynomials on the unit circle from matrix Sylvester equations
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- Gaussian unitary ensembles with pole singularities near the soft edge and a system of coupled Painlevé XXXIV equations
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- The Hankel determinant associated with a singularly perturbed Laguerre unitary ensemble
- Perturbed Hankel determinant, correlation functions and Painlevé equations
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- PDEs satisfied by extreme eigenvalues distributions of GUE and LUE
- Single-user MIMO system, Painlevé transcendents, and double scaling
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- Orthogonal polynomials, Toda lattices and Painlevé equations
- Painlevé V, Painlevé XXXIV and the degenerate Laguerre unitary ensemble
- Orthogonal polynomials on a bi-lattice
- Orthogonal and multiple orthogonal polynomials, random matrices, and Painlevé equations
- Singular linear statistics of the Laguerre unitary ensemble and Painlevé. III. Double scaling analysis
- Linear systems, Hankel products and the sinh-Gordon equation
- Painlevé V for a Jacobi unitary ensemble with random singularities
- Moments of random matrices and hypergeometric orthogonal polynomials
- A brief review of interdisciplinary studies related to integrable systems and orthogonal polynomials
- Tau-function theory of chaotic quantum transport with \(\beta = 1, 2, 4\)
- Second-order difference equation for Sobolev-type orthogonal polynomials. I: Theoretical results
- Center of mass distribution of the Jacobi unitary ensembles: Painlevé V, asymptotic expansions
- Matrix factorizations and orthogonal polynomials
- Asymptotic gap probability distributions of the Gaussian unitary ensembles and Jacobi unitary ensembles
- Hankel determinants for a Gaussian weight with Fisher–Hartwig singularities and generalized Painlevé IV equation
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