Painlevé IV and degenerate Gaussian unitary ensembles

DOI10.1088/0305-4470/39/40/007zbMATH Open1108.15023arXivmath-ph/0606064OpenAlexW3101125416MaRDI QIDQ3418405FDOQ3418405

Authors: Yang Chen, Misha Feigin 

Publication date: 5 February 2007

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/math-ph/0606064

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zbMATH Keywords

eigenvaluesrandom matricesstring theorygeneralized Hermite polynomialsGaussian unitary ensemblesPainlevé IV equationtransport in disordered systems

Mathematics Subject Classification ID

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)

Cited In (46)

• A simple derivation of the Tracy–Widom distribution of the maximal eigenvalue of a Gaussian unitary random matrix
• RATIONAL SOLUTIONS OF THE BOUSSINESQ EQUATION
• Generalized Hermite polynomials and monodromy-free Schrödinger operators
• Perturbed Hankel determinant, correlation functions and Painlevé equations
• Asymptotic gap probability distributions of the Gaussian unitary ensembles and Jacobi unitary ensembles
• Properties of Certain Classes of Semiclassical Orthogonal Polynomials
• Orthogonal polynomials on a bi-lattice
• Differential equations for deformed Laguerre polynomials
• Tracy-Widom distributions in critical unitary random matrix ensembles and the coupled Painlevé II system
• Painlevé III and a singular linear statistics in Hermitian random matrix ensembles. I.
• Classical skew orthogonal polynomials in a two-component log-gas with charges \(+1\) and \(+2\)
• Asymptotics for a singularly perturbed GUE, Painlevé III, double-confluent Heun equations, and small eigenvalues
• Gaussian unitary ensembles with pole singularities near the soft edge and a system of coupled Painlevé XXXIV equations
• The Hankel determinant for a semiclassical Laguerre unitary ensemble, Painlevé IV and Heun equations
• Rational solutions of the classical Boussinesq system
• A degenerate Gaussian weight connected with Painlevé equations and Heun equations
• Symmetrization process and truncated orthogonal polynomials
• Center of mass distribution of the Jacobi unitary ensembles: Painlevé V, asymptotic expansions
• The recurrence coefficients of a semi-classical Laguerre polynomials and the large n asymptotics of the associated Hankel determinant
• Random matrix models, double-time Painlevé equations, and wireless relaying
• Approximation of zeros of generalized Hermite polynomials by modulated elliptic function
• Painlevé II in random matrix theory and related fields
• On properties of a deformed Freud weight
• On integrable Ermakov-Painlevé IV systems
• Matrix factorizations and orthogonal polynomials
• Non linear difference equations arising from a deformation of the \(q\)-Laguerre weight
• The Hilbert series of \(\mathcal{N}=1\) \(SO(N_c)\) and \(Sp(N_c)\) SQCD, Painlevé VI and integrable systems
• Nonintegrability of the Painlevé IV equation in the Liouville–Arnold sense and Stokes phenomena
• PDEs satisfied by extreme eigenvalues distributions of GUE and LUE
• Painlevé IV, σ-form, and the deformed Hermite unitary ensembles
• The Hankel determinant associated with a singularly perturbed Laguerre unitary ensemble
• Differential equations for families of semi-classical orthogonal polynomials within class one
• On the variance of the index for the Gaussian unitary ensemble
• Painlevé V and confluent Heun equations associated with a perturbed Gaussian unitary ensemble
• A generalized Freud weight
• Gap probability of the circular unitary ensemble with a Fisher-Hartwig singularity and the coupled Painlevé V system
• Continuous and discrete Painlevé equations arising from the gap probability distribution of the finite \(n\) Gaussian unitary ensembles
• Painlevé V for a Jacobi unitary ensemble with random singularities
• Generalised Airy polynomials
• Painlevé V, Painlevé XXXIV and the degenerate Laguerre unitary ensemble
• Large-degree asymptotics of rational Painlevé-IV solutions by the isomonodromy method
• Complete classification of rational solutions of \(A_{2n}\)-Painlevé systems
• Singular linear statistics of the Laguerre unitary ensemble and Painlevé. III. Double scaling analysis
• On certain properties of perturbed Freud-type weight: a revisit
• Semi-classical orthogonal polynomials associated with a modified Gaussian weight
• Hankel determinants for a Gaussian weight with Fisher–Hartwig singularities and generalized Painlevé IV equation

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