Painlevé VI, Painlevé III, and the Hankel determinant associated with a degenerate Jacobi unitary ensemble

Abstract

This paper studies the Hankel determinant generated by a perturbed Jacobi weight, which is closely related to the largest and smallest eigenvalue distribution of the degenerate Jacobi unitary ensemble. By using the ladder operator approach for the orthogonal polynomials, we find that the logarithmic derivative of the Hankel determinant satisfies a nonlinear second‐order differential equation, which turns out to be the Jimbo–Miwa–Okamoto σ‐form of the Painlevé VI equation by a translation transformation. We also show that, after a suitable double scaling, the differential equation is reduced to the Jimbo–Miwa–Okamoto σ‐form of the Painlevé III. In the end, we obtain the asymptotic behavior of the Hankel determinant as t→1− and t→0+ in two important cases, respectively.