Gap probabilities in the finite and scaled Cauchy random matrix ensembles
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Publication:4521389
Cauchy ensemblecircular Jacobi unitary ensembleeigenvalue distributionFredholm determinantsgap probabilitiesPainlevé transcendentsrandom matrices
Random matrices (algebraic aspects) (15B52) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Nonlinear ordinary differential equations and systems (34A34) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55)
Abstract: The probabilities for gaps in the eigenvalue spectrum of finite random unitary ensembles on the unit circle with a singular weight, and the related hermitian ensembles on the line with Cauchy weight, are found exactly. The finite cases for exclusion from single and double intervals are given in terms of second order second degree ODEs which are related to certain mbox{Painlev'e-VI} transcendents. The scaled cases in the thermodynamic limit are again second degree and second order, this time related to mbox{Painlev'e-V} transcendents. Using transformations relating the second degree ODE and transcendent we prove an identity for the scaled bulk limit which leads to a simple expression for the spacing p.d.f. We also relate all the variables appearing in the Fredholm determinant formalism to particular mbox{Painlev'e} transcendents, in a simple and transparent way, and exhibit their scaling behaviour.
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