Kernels and point processes associated with Whittaker functions

Abstract: This article considers Whittaker's function

W_{k a p p a, m u}

where

k a p p a

is real and

m u

is real or purely imaginary. Then

v a r p h i (x) = x^{- m u - 1 / 2} W_{k a p p a, m u} (x)

arises as the scattering function of a continuous time linear system with state space

L^{2} (1 / 2, i n f t y)

and input and output spaces

. The Hankel operator

G a m m a_{v} a r p h i

on

L^{2} (0, i n f t y)

is expressed as a matrix with respect to the Laguerre basis and gives the Hankel matrix of moments of a Jacobi weight

w

. The operation of translating

v a r p h i

is equivalent to multiplying

w

by an exponential factor to give

w_{v} a r e p s i l o n

. The determinant of the Hankel matrix of moments of

w_{v} a r e p s i l o n

satisfies the

s i g m a

form of Painlev'e's transcendental differential equation

P V

. It is shown that

G a m m a_{v} a r p h i

gives rise to the Whittaker kernel from random matrix theory, as studied by Borodin and Olshanski (Comm. Math. Phys. 211 (2000), 335--358).par

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