Toeplitz determinants with merging singularities

DOI10.1215/00127094-3164897zbMATH Open1333.15018OpenAlexW1862262791MaRDI QIDQ906597FDOQ906597

Authors Tom Claeys, I. V. Krasovsky

Publication date 22 January 2016

Published in Duke Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1403.3639

zbMATH Keywords

asymptotic behaviorrandom matricesRiemann-Hilbert problemsToeplitz determinantsFisher-Hartwig singularitiesdouble scalingone-dimensional Bose gasPainlevé functions

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Determinants, permanents, traces, other special matrix functions (15A15) Toeplitz, Cauchy, and related matrices (15B05) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) Riemann-Hilbert problems in context of PDEs (35Q15) Painlevé-type functions (33E17) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)

Abstract: We study asymptotic behavior for determinants of $nimesn$ Toeplitz matrices corresponding to symbols with two Fisher-Hartwig singularities at the distance $2tge0$ from each other on the unit circle. We obtain large $n$ asymptotics which are uniform for $0<t<t_0$ where $t_0$ is fixed. They describe the transition as $to0$ between the asymptotic regimes of 2 singularities and 1 singularity. The asymptotics involve a particular solution to the Painlev'e V equation. We obtain small and large argument expansions of this solution. As applications of our results we prove a conjecture of Dyson on the largest occupation number in the ground state of a one-dimensional Bose gas, and a conjecture of Fyodorov and Keating on the second moment of powers of the characteristic polynomials of random matrices.

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Cited in

(45)

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