Hankel determinant and orthogonal polynomials for a Gaussian weight with a discontinuity at the edge

DOI10.1007/S00220-016-2691-YzbMATH Open1371.33034arXiv1507.01710OpenAlexW845931339MaRDI QIDQ328185FDOQ328185

Authors: A. Bogatskiy, Tom Claeys, A. R. Its 

Publication date: 20 October 2016

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Abstract: We compute asymptotics for Hankel determinants and orthogonal polynomials with respect to a discontinuous Gaussian weight, in a critical regime where the discontinuity is close to the edge of the associated equilibrium measure support. Their behavior is described in terms of the Ablowitz-Segur family of solutions to the Painlev'e II equation. Our results complement the ones in [Xu,Zhao,2011]. As consequences of our results, we conjecture asymptotics for an Airy kernel Fredholm determinant and total integral identities for Painlev'e II transcendents, and we also prove a new result on the poles of the Ablowitz-Segur solutions to the Painlev'e II equation. We also highlight applications of our results in random matrix theory.

Full work available at URL: https://arxiv.org/abs/1507.01710

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zbMATH Keywords

random matrix theoryasymptotic behaviororthogonal polynomialsRiemann-Hilbert problemPainlevé transcendents

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Other special orthogonal polynomials and functions (33C47) Painlevé-type functions (33E17)

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Cited In (32)

• Open problems for Painlevé equations
• Discontinuity in the asymptotic behavior of planar orthogonal polynomials under a perturbation of the Gaussian weight
• On the deformed Pearcey determinant
• Global rigidity and exponential moments for soft and hard edge point processes
• Asymptotics of Muttalib-Borodin determinants with Fisher-Hartwig singularities
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• Asymptotics of determinants of Hankel matrices via non-linear difference equations
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• Asymptotics for Hankel determinants associated to a Hermite weight with a varying discontinuity
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• Asymptotics of the deformed higher order Airy-kernel determinants and applications
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• How much can the eigenvalues of a random Hermitian matrix fluctuate?
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