Painlevé IV and degenerate Gaussian unitary ensembles
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Publication:3418405
eigenvaluesrandom matricesstring theorygeneralized Hermite polynomialsGaussian unitary ensemblesPainlevé IV equationtransport in disordered systems
Random matrices (algebraic aspects) (15B52) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) String and superstring theories; other extended objects (e.g., branes) in quantum field theory (81T30) Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics (82C44)
Abstract: We consider those Gaussian Unitary Ensembles where the eigenvalues have prescribed multiplicities, and obtain joint probability density for the eigenvalues. In the simplest case where there is only one multiple eigenvalue t, this leads to orthogonal polynomials with the Hermite weight perturbed by a factor that has a multiple zero at t. We show through a pair of ladder operators, that the diagonal recurrence coefficients satisfy a particular Painleve IV equation for any real multiplicity. If the multiplicity is even they are expressed in terms of the generalized Hermite polynomials, with t as the independent variable.
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Cited in
(47)- The recurrence coefficients of a semi-classical Laguerre polynomials and the large n asymptotics of the associated Hankel determinant
- Large-degree asymptotics of rational Painlevé-IV solutions by the isomonodromy method
- Asymptotics for a singularly perturbed GUE, Painlevé III, double-confluent Heun equations, and small eigenvalues
- Approximation of zeros of generalized Hermite polynomials by modulated elliptic function
- RATIONAL SOLUTIONS OF THE BOUSSINESQ EQUATION
- Gap probability of the circular unitary ensemble with a Fisher-Hartwig singularity and the coupled Painlevé V system
- A degenerate Gaussian weight connected with Painlevé equations and Heun equations
- On integrable Ermakov-Painlevé IV systems
- Differential equations for deformed Laguerre polynomials
- Gaussian unitary ensembles with pole singularities near the soft edge and a system of coupled Painlevé XXXIV equations
- Continuous and discrete Painlevé equations arising from the gap probability distribution of the finite \(n\) Gaussian unitary ensembles
- The Hankel determinant associated with a singularly perturbed Laguerre unitary ensemble
- Perturbed Hankel determinant, correlation functions and Painlevé equations
- Painlevé IV, \(\sigma \)-form, and the deformed Hermite unitary ensembles
- The Hilbert series of \(\mathcal{N}=1\) \(SO(N_c)\) and \(Sp(N_c)\) SQCD, Painlevé VI and integrable systems
- On certain properties of perturbed Freud-type weight: a revisit
- Gaussian unitary ensemble with boundary spectrum singularity and \(\sigma\)-form of the Painlevé II equation
- The Hankel determinant for a semiclassical Laguerre unitary ensemble, Painlevé IV and Heun equations
- PDEs satisfied by extreme eigenvalues distributions of GUE and LUE
- Nonintegrability of the Painlevé IV equation in the Liouville–Arnold sense and Stokes phenomena
- On the variance of the index for the Gaussian unitary ensemble
- Symmetrization process and truncated orthogonal polynomials
- Painlevé V and confluent Heun equations associated with a perturbed Gaussian unitary ensemble
- Painlevé II in random matrix theory and related fields
- Rational solutions of the classical Boussinesq system
- Classical skew orthogonal polynomials in a two-component log-gas with charges \(+1\) and \(+2\)
- Generalized Hermite polynomials and monodromy-free Schrödinger operators
- Tracy-Widom distributions in critical unitary random matrix ensembles and the coupled Painlevé II system
- Complete classification of rational solutions of \(A_{2n}\)-Painlevé systems
- Properties of Certain Classes of Semiclassical Orthogonal Polynomials
- Differential equations for families of semi-classical orthogonal polynomials within class one
- Painlevé III and a singular linear statistics in Hermitian random matrix ensembles. I.
- Painlevé V, Painlevé XXXIV and the degenerate Laguerre unitary ensemble
- A simple derivation of the Tracy-Widom distribution of the maximal eigenvalue of a Gaussian unitary random matrix
- Orthogonal polynomials on a bi-lattice
- Singular linear statistics of the Laguerre unitary ensemble and Painlevé. III. Double scaling analysis
- On properties of a deformed Freud weight
- Painlevé V for a Jacobi unitary ensemble with random singularities
- Generalised Airy polynomials
- 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
- Random matrix models, double-time Painlevé equations, and wireless relaying
- A generalized Freud weight
- Non linear difference equations arising from a deformation of the \(q\)-Laguerre weight
- Semi-classical orthogonal polynomials associated with a modified Gaussian weight
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