Gap probability distribution of the Jacobi unitary ensemble: an elementary treatment, from finite n to double scaling

DOI10.1111/SAPM.12198zbMATH Open1388.60030arXiv1803.10954OpenAlexW2768484945MaRDI QIDQ4564864FDOQ4564864

Authors:

Publication date: 7 June 2018

Published in: Studies in Applied Mathematics (Search for Journal in Brave)

Abstract: In this paper, we study the gap probability problem of the (symmetric) Jacobi unitary ensemble of Hermitian random matrices, namely the probability that the interval $(-a,a):(0<a<1)$ is free of eigenvalues. Using the ladder operator technique for orthogonal polynomials and the associated supplementary conditions, we derive three quantities instrumental in the gap probability, denoted by $H_n(a)$, $R_n(a)$ and $r_n(a)$. We find that each one satisfies a second order differential equation. We show that after a double scaling, the large second order differential equation in the variable $a$ with $n$ as parameter satisfied by $H_n(a)$, can be reduced to the Jimbo-Miwa-Okamoto $sigma$ form of the Painlev'{e} V equation.

Full work available at URL: https://arxiv.org/abs/1803.10954

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zbMATH Keywords

Jacobi unitary ensembleHermitian random matricesPainlevé V equationJimbo-Miwa-Okamoto \(\sigma\) form

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55)

Cited In (21)

• Painlevé III' and the Hankel determinant generated by a singularly perturbed Gaussian weight
• Quantifying dip-ramp-plateau for the Laguerre unitary ensemble structure function
• Dynamical bulk scaling limit of Gaussian unitary ensembles and stochastic differential equation gaps
• On determinant expansions for Hankel operators
• Gap probabilities for double intervals in Hermitian random matrix ensembles as \({\tau}\)-functions -- spectrum singularity case
• Asymptotic gap probability distributions of the Gaussian unitary ensembles and Jacobi unitary ensembles
• Asymptotics for a singularly perturbed GUE, Painlevé III, double-confluent Heun equations, and small eigenvalues
• The Hankel determinant for a semiclassical Laguerre unitary ensemble, Painlevé IV and Heun equations
• Center of mass distribution of the Jacobi unitary ensembles: Painlevé V, asymptotic expansions
• Orthogonal polynomials, asymptotics, and Heun equations
• Gap probabilities in the Laguerre unitary ensemble and discrete Painlevé equations
• The sine-law gap probability, Painlevé 5, and asymptotic expansion by the topological recursion
• The Hankel determinant associated with a singularly perturbed Laguerre unitary ensemble
• Painlevé VI and the unitary Jacobi ensembles
• Gap probabilities for edge intervals in finite Gaussian and Jacobi unitary matrix ensembles
• Laguerre unitary ensembles with jump discontinuities, PDEs and the coupled Painlevé V system
• 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 IV and the semi-classical Laguerre unitary ensembles with one jump discontinuities
• Painlevé V, Painlevé XXXIV and the degenerate Laguerre unitary ensemble
• Asymptotics of the largest eigenvalue distribution of the Laguerre unitary ensemble

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