Painlevé V and the distribution function of a discontinuous linear statistic in the Laguerre unitary ensembles

DOI10.1088/1751-8113/42/3/035203MaRDI QIDQ3600889zbMATH OpenOpenAlexFDO

Authors Estelle Basor, Yang Chen

Publication date 6 February 2009

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

Full work available at URL https://arxiv.org/abs/0807.4758

zbMATH Keywords

fifth Painlevé transcendentlinear statisticsrandom matrix

Mathematics Subject Classification ID

Determinants, permanents, traces, other special matrix functions (15A15) Random matrices (algebraic aspects) (15B52) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Selfadjoint operator theory in quantum theory, including spectral analysis (81Q10)

Abstract: In this paper we study the characteristic or generating function of a certain discontinuous linear statistics of the Laguerre unitary ensembles and show that this is a particular fifth Painl'eve transcendant in the variable $t,$ the position of the discontinuity. The proof of the ladder operators adapted to orthogonal polynomial with discontinuous weight announced sometime ago is presented here, followed by the non-linear difference equations satisfied by two auxiliary quantities and the derivation of the Painl'eve equation.

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• Painlevé III' and the Hankel determinant generated by a singularly perturbed Gaussian weight
• Integrable structure of products of finite complex Ginibre random matrices
• On certain properties of perturbed Freud-type weight: a revisit
• Tracy-Widom distributions for the Gaussian orthogonal and symplectic ensembles revisited: a skew-orthogonal polynomials approach
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• Painlevé III and a singular linear statistics in Hermitian random matrix ensembles. I.
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• Finite N corrections to the limiting distribution of the smallest eigenvalue of Wishart complex matrices
• A characterization of some semi classical orthogonal polynomials
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• Center of mass distribution of the Jacobi unitary ensembles: Painlevé V, asymptotic expansions
• The Hankel determinant associated with a singularly perturbed Laguerre unitary ensemble
• The recurrence coefficients of a semi-classical Laguerre polynomials and the large n asymptotics of the associated Hankel determinant
• Painlevé transcendents and the Hankel determinants generated by a discontinuous Gaussian weight
• Non linear difference equations arising from a deformation of the \(q\)-Laguerre weight
• Continuous and discrete Painlevé equations arising from the gap probability distribution of the finite n Gaussian unitary ensembles
• The relationship between semiclassical Laguerre polynomials and the fourth Painlevé equation
• Asymptotics of the largest eigenvalue distribution of the Laguerre unitary ensemble
• Painlevé V, Painlevé XXXIV and the degenerate Laguerre unitary ensemble
• Orthogonal polynomials, asymptotics, and Heun equations
• Singular linear statistics of the Laguerre unitary ensemble and Painlevé. III. Double scaling analysis
• Painlevé functions in statistical physics
• Random matrix models, double-time Painlevé equations, and wireless relaying
• Gap probabilities in the Laguerre unitary ensemble and discrete Painlevé equations
• Asymptotics for a singularly perturbed GUE, Painlevé III, double-confluent Heun equations, and small eigenvalues
• A degenerate Gaussian weight connected with Painlevé equations and Heun equations
• Laguerre unitary ensembles with jump discontinuities, PDEs and the coupled Painlevé V system
• Painlevé V and a Pollaczek-Jacobi type orthogonal polynomials
• The Hankel determinant for a semiclassical Laguerre unitary ensemble, Painlevé IV and Heun equations
• Gaussian unitary ensembles with jump discontinuities, PDEs, and the coupled Painlevé IV system
• Asymptotics of the smallest eigenvalue distributions of Freud unitary ensembles
• Orthogonal polynomials: from Heun equations to Painlevé equations
• Orthogonal polynomials on a bi-lattice
• Ladder operators, Heun equations, and asymptotics for an irregular discontinuous Gaussian unitary ensemble
• On the discrete Painlevé equivalence problem, non-conjugate translations and nodal curves
• Differential equations for deformed Laguerre polynomials

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