Abstract

We study the Hankel determinant generated by a singularly perturbed Jacobi weight w(x,s):=(1−x)α(1+x)βe−s1−x,x∈[−1,1],α>0,β>0s≥0. If s=0, it is reduced to the classical Jacobi weight. For s>0, the factor e−s1−x induces an infinitely strong zero at x=1. For the finite n case, we obtain four auxiliary quantities Rn(s), rn(s), R˜n(s), and r˜n(s) by using the ladder operator approach. We show that the recurrence coefficients are expressed in terms of the four auxiliary quantities with the aid of the compatibility conditions. Furthermore, we derive a shifted Jimbo–Miwa–Okamoto σ-function of a particular Painlevé V for the logarithmic derivative of the Hankel determinant Dn(s). By variable substitution and some complicated calculations, we show that the quantity Rn(s) satisfies the four Painlevé equations. For the large n case, we show that, under a double scaling, where n tends to ∞ and s tends to 0+, such that τ:=n2s is finite, the scaled Hankel determinant can be expressed by a particular PIII′.

Highlights

  • Random matrices were introduced in nuclear physics by Wigner in the 1950s to describe the statistics of the energy levels of quantum systems

  • For the large n case, we show that, under a double scaling, where n tends to ∞ and s tends to 0+, such that τ := n2 s is finite, the scaled Hankel determinant can be expressed by a particular PI I I 0

  • In random matrix theory (RMT), it is well known that the joint probability density of the eigenvalues { x j }nj=1 of n × n Hermitian matrices in the unitary ensemble is [1,2]: Accepted: 16 November 2021

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Summary

Introduction

Random matrices were introduced in nuclear physics by Wigner in the 1950s to describe the statistics of the energy levels of quantum systems. We call this the single compression model because the weight vanishes infinitely fast at x = 1 The study of this Hankel determinant is motivated in part by the Wigner time-delay distribution in chaotic cavities [22]. The asymptotic analysis of orthogonal polynomials and Hankel determinants for the singularly perturbed weights has attracted much interest; see, e.g., [10,12,13,21,23,24].

Preliminaries
The Recurrence Coefficients
The s Dependence
The Jimbo–Miwa–Okamoto σ-form of the Painlevé V
Painlevé V
Double-Scaling Analysis
Conclusions s

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