On properties of a deformed Freud weight

DOI10.1142/S2010326319500047MaRDI QIDQ5197366zbMATH OpenOpenAlexWikidataFDO

Authors Mengkun Zhu, Yang Chen

Publication date 23 September 2019

Published in Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1803.11321

zbMATH Keywords

integrable systemsHankel determinantunitary random matricesdeformed Freud weightdiscrete and continuous Painlevé equation

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) Other special orthogonal polynomials and functions (33C47) Numerical aspects of recurrence relations (65Q30)

Abstract: We study the recurrence coefficients of the monic polynomials $P_n(z)$ orthogonal with respect to the deformed (also called semi-classical) Freud weight �egin{equation*} w_{alpha}(x;s,N)=|x|^{alpha}{ m e}^{-Nleft[x^{2}+sleft(x^{4}-x^{2} ight) ight]}, ~~xinmathbb{R}, end{equation*} with parameters $alpha>-1,N>0,sin[0,1]$. We show that the recurrence coefficients $$ satisfy the first discrete Painlev'{e} equation (denoted by d$m{P}_I$), a differential-difference equation and a second order nolinear ordinary differential equation (ODE) in $s$. Here $n$ is the order of the Hankel matrix generated by $w_{alpha}(x;s,N)$. We describe the asymptotic behavior of the recurrence coefficients in three situations, (i) $sightarrow0$, $n,N$ finite, (ii) $nightarrowinfty$, $N$ finite, (iii) $n,Nightarrowinfty$, such that the radio $r:=fracnN$ is bounded away from $0$ and closed to $1$. We also investigate the existence and uniqueness for the positive solutions of the d$m{P}_I$. Further more, we derive, using the ladder approach, a second order linear ODE satisfied by the polynomials $P_n(z)$. It is found as $nightarrowinfty$, the linear ODE turns to be a biconfluent Heun equation. This paper concludes with the study of the Hankel determinant, $D_n(s)$, associated with $w_{alpha}(x;s,N)$ when $n$ tends to infinity.

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Cited in

(15)

• On semiclassical orthogonal polynomials associated with a Freud-type weight
• Asymptotics for a singularly perturbed GUE, Painlevé III, double-confluent Heun equations, and small eigenvalues
• Orthogonal polynomials with a singularly perturbed Airy weight
• A generalised decic Freud-type weight
• A degenerate Gaussian weight connected with Painlevé equations and Heun equations
• \(q\)-analogues of Freud weights and nonlinear difference equations
• Properties of generalized Freud polynomials
• Orthogonal polynomials, bi-confluent Heun equations and semi-classical weights
• Orthogonal polynomials, asymptotics, and Heun equations
• Laguerre–Hahn orthogonal polynomials on the real line
• Discrete, Continuous and Asymptotic for a Modified Singularly Gaussian Unitary Ensemble and the Smallest Eigenvalue of Its Large Hankel Matrices
• Painlevé V and confluent Heun equations associated with a perturbed Gaussian unitary ensemble
• Painlevé IV and the semi-classical Laguerre unitary ensembles with one jump discontinuities
• Semi-classical orthogonal polynomials associated with a modified Gaussian weight
• Painlevé IV, \(\sigma \)-form, and the deformed Hermite unitary ensembles

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