Applications in random matrix theory of a PIII^-function sequence from Okamoto's Hamiltonian formulation

DOI10.1142/S2010326322500149MaRDI QIDQ5863542zbMATH OpenOpenAlexWikidataFDO

Authors Dan Dai, Shuai-Xia Xu, Peter J. Forrester

Publication date 1 June 2022

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

Full work available at URL https://arxiv.org/abs/1909.07634

zbMATH Keywords

Painlevé equationsrandom matricesToeplitz determinant

Mathematics Subject Classification ID

Determinants, permanents, traces, other special matrix functions (15A15) Random matrices (algebraic aspects) (15B52) Painlevé-type functions (33E17) Nonautonomous Hamiltonian dynamical systems (Painlevé equations, etc.) (37J65) Random matrices (probabilistic aspects) (60B20)

Abstract: We consider the singular linear statistic of the Laguerre unitary ensemble consisting of the sum of the reciprocal of the eigenvalues. It is observed that the exponential generating function for this statistic can be written as a Toeplitz determinant with entries given in terms of particular $K$ Bessel functions. Earlier studies have identified the same determinant, but with the $K$ Bessel functions replaced by $I$ Bessel functions, as relating to the hard edge scaling limit of a generalized gap probability for the Laguerre unitary ensemble, in the case of non-negative integer Laguerre parameter. We show that the Toeplitz determinant formed from an arbitrary linear combination of these two Bessel functions occurs as a $au$-function sequence in Okamoto's Hamiltonian formulation of Painlev'e III${{\displaystyle }}^{\prime }$, and consequently the logarithmic derivative of both Toeplitz determinants satisfies the same $sigma$-form Painlev'e III${{\displaystyle }}^{\prime }$ differential equation, giving an explanation of a fact which can be observed from earlier results. In addition, some insights into the relationship between this characterization of the generating function, and its characterization in the $noinfty$ limit, both with the Laguerre parameter $alpha$ fixed, and with $alpha=n$ (this latter circumstance being relevant to an application to the distribution of the Wigner time delay statistic), are given.

Recommendations

• Painlevé III and a singular linear statistics in Hermitian random matrix ensembles. I.
• Application of the τ‐function theory of Painlevé equations to random matrices: P_V, P_III, the LUE, JUE, and CUE
• Application of the -function theory of Painlevé equations to random matrices: PIV, PII and the GUE.
• Singular linear statistics of the Laguerre unitary ensemble and Painlevé. III. Double scaling analysis
• Painlevé III asymptotics of Hankel determinants for a singularly perturbed Laguerre weight

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Cited in

(5)

• Joint moments of a characteristic polynomial and its derivative for the circular \(\beta \)-ensemble
• Entanglement entropies of an interval in the free Schrödinger field theory on the half line
• Application of theτ-function theory of Painlevé equations to random matrices:P_VI, the JUE, CyUE, cJUE and scaled limits
• Asymptotics of the determinant of the modified Bessel functions and the second Painlevé equation
• Integrability enabled computations relating to the fixed trace Laguerre ensemble

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• DLMF

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