On properties of a deformed Freud weight

DOI10.1142/S2010326319500047zbMATH Open1426.33035arXiv1803.11321OpenAlexW2962974788WikidataQ129697438 ScholiaQ129697438MaRDI QIDQ5197366FDOQ5197366

Mengkun Zhu, Yang Chen

Publication date: 23 September 2019

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

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.

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

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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)

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Cited In (9)

• Asymptotics for a singularly perturbed GUE, Painlevé III, double-confluent Heun equations, and small eigenvalues
• Orthogonal polynomials, bi-confluent Heun equations and semi-classical weights
• Orthogonal polynomials, asymptotics, and Heun equations
• Laguerre–Hahn orthogonal polynomials on the real line
• Painlevé IV, σ-form, and the deformed Hermite unitary ensembles
• 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

Uses Software

• Digital Library of Mathematical Functions

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