Hankel determinant and orthogonal polynomials for a Gaussian weight with a discontinuity at the edge
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random matrix theoryasymptotic behaviororthogonal polynomialsRiemann-Hilbert problemPainlevé transcendents
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)
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.
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Cites work
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- Asymptotics of the Airy-kernel determinant
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- Critical edge behavior and the Bessel to Airy transition in the singularly perturbed Laguerre unitary ensemble
- Hankel determinant and orthogonal polynomials for the Gaussian weight with a jump
- Large N Asymptotics in Random Matrices
- Level-spacing distributions and the Airy kernel
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- On the asymptotic behavior of a log gas in the bulk scaling limit in the presence of a varying external potential. II
- On the location of poles for the Ablowitz-Segur family of solutions to the second Painlevé equation
- Orthogonal polynomials and random matrices: a Riemann-Hilbert approach.
- Orthogonal polynomials with discontinuous weights
- Painlevé XXXIV asymptotics of orthogonal polynomials for the Gaussian weight with a jump at the edge
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- Total integrals of global solutions to Painlevé II
- Transition asymptotics for the Painlevé II transcendent
- Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory
- Universality at the edge of the spectrum for unitary, orthogonal, and symplectic ensembles of random matrices
Cited in
(32)- Large deformations of the Tracy-Widom distribution. I: Non-oscillatory asymptotics
- Open problems for Painlevé equations
- Discontinuity in the asymptotic behavior of planar orthogonal polynomials under a perturbation of the Gaussian weight
- Asymptotics of Muttalib-Borodin determinants with Fisher-Hartwig singularities
- On the deformed Pearcey determinant
- Global rigidity and exponential moments for soft and hard edge point processes
- Connection formulas for the Ablowitz-Segur solutions of the inhomogeneous Painlevé II equation
- The smallest eigenvalue of the ill-conditioned Hankel matrices associated with a semi-classical Hermite weight
- Asymptotics of determinants of Hankel matrices via non-linear difference equations
- Hankel determinant and orthogonal polynomials for the Gaussian weight with a jump
- Asymptotics for Hankel determinants associated to a Hermite weight with a varying discontinuity
- On integrals of the tronquée solutions and the associated Hamiltonians for the Painlevé II equation
- Tracy-Widom distributions in critical unitary random matrix ensembles and the coupled Painlevé II system
- Asymptotics of the deformed higher order Airy-kernel determinants and applications
- How much can the eigenvalues of a random Hermitian matrix fluctuate?
- Large gap asymptotics for Airy kernel determinants with discontinuities
- A degenerate Gaussian weight connected with Painlevé equations and Heun equations
- Airy kernel determinant solutions to the KdV equation and integro-differential Painlevé equations
- Special function solutions of Painlevé equations: theory, asymptotics and applications
- Truncated Hermite polynomials
- Gaussian unitary ensemble with jump discontinuities and the coupled Painlevé II and IV systems
- Gaussian unitary ensembles with two jump discontinuities, PDEs, and the coupled Painlevé II and IV systems
- On the gap probability of the tacnode process
- Orthogonal polynomials, bi-confluent Heun equations and semi-classical weights
- Semi-classical Jacobi polynomials, Hankel determinants and asymptotics
- Painlevé transcendents and the Hankel determinants generated by a discontinuous Gaussian weight
- Gap probability of the circular unitary ensemble with a Fisher-Hartwig singularity and the coupled Painlevé V system
- Painlevé XXXIV asymptotics of orthogonal polynomials for the Gaussian weight with a jump at the edge
- On the analysis of incomplete spectra in random matrix theory through an extension of the Jimbo-Miwa-Ueno differential
- A two-component Sasa-Satsuma equation: large-time asymptotics on the line
- Asymptotics of the largest eigenvalue distribution of the Laguerre unitary ensemble
- On the Fredholm determinant of the confluent hypergeometric kernel with discontinuities
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