Differential equations for deformed Laguerre polynomials

DOI10.1016/J.JAT.2009.07.010zbMATH Open1200.34112arXiv0902.4064OpenAlexW2093004173MaRDI QIDQ968967FDOQ968967

Authors: Peter J. Forrester, Christopher M. Ormerod 

Publication date: 11 May 2010

Published in: Journal of Approximation Theory (Search for Journal in Brave)

Abstract: The distribution function for the first eigenvalue spacing in the Laguerre unitary ensemble of finite size may be expressed in terms of a solution of the fifth Painleve transcendent. The generating function of a certain discontinuous linear statistic of the Laguerre unitary ensemble can similarly be expressed in terms of a solution of the fifth Painleve equation. The methodology used to derive these results rely on two theories regarding differential equations for orthogonal polynomial systems, one involving isomonodromic deformations and the other ladder operators. We compare the two theories by showing how either can be used to obtain a characterization of a more general Laguerre unitary ensemble average in terms of the Hamiltonian system for Painleve V.

Full work available at URL: https://arxiv.org/abs/0902.4064

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zbMATH Keywords

ladder operators[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Painlev%EF%BF%BD%EF%BF%BD+equations&go=Go Painlev�� equations]orthogonal polynomialsisomonodromy

Mathematics Subject Classification ID

Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) Isomonodromic deformations for ordinary differential equations in the complex domain (34M56)

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Cited In (19)

• On Laguerre–Hahn affine orthogonal polynomials on the unit circle from matrix Sylvester equations
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• Deformed Laguerre-Hahn orthogonal polynomials on the real line
• Perturbed Hankel determinant, correlation functions and Painlevé equations
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• Single-user MIMO system, Painlevé transcendents, and double scaling
• The deformed and modified Mittag-Leffler polynomials
• Laguerre ensemble: correlators, Hurwitz numbers and Hodge integrals
• Random matrix models, double-time Painlevé equations, and wireless relaying
• Non linear difference equations arising from a deformation of the \(q\)-Laguerre weight
• PDEs satisfied by extreme eigenvalues distributions of GUE and LUE
• On the differential equation for the Laguerre-Sobolev polynomials
• Differential equations for families of semi-classical orthogonal polynomials within class one
• A simple derivation of the Tracy-Widom distribution of the maximal eigenvalue of a Gaussian unitary random matrix
• Difference and differential equations for deformed Laguerre–Hahn orthogonal polynomials on the unit circle
• The relationship between semiclassical Laguerre polynomials and the fourth Painlevé equation
• The Richardson equations and the Laguerre polynomials

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