Emergence of a singularity for Toeplitz determinants and Painlevé V
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Random matrices (algebraic aspects) (15B52) Determinants, permanents, traces, other special matrix functions (15A15) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20) Inverse problems (Riemann-Hilbert, inverse differential Galois, etc.) for ordinary differential equations in the complex domain (34M50)
Abstract: We obtain asymptotic expansions for Toeplitz determinants corresponding to a family of symbols depending on a parameter . For positive, the symbols are regular so that the determinants obey SzegH{o}'s strong limit theorem. If , the symbol possesses a Fisher-Hartwig singularity. Letting we analyze the emergence of a Fisher-Hartwig singularity and a transition between the two different types of asymptotic behavior for Toeplitz determinants. This transition is described by a special Painlev'e V transcendent. A particular case of our result complements the classical description of Wu, McCoy, Tracy, and Barouch of the behavior of a 2-spin correlation function for a large distance between spins in the two-dimensional Ising model as the phase transition occurs.
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- On the Fredholm determinant of the confluent hypergeometric kernel with discontinuities
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