We investigate the matrix model with weight $w(x):=\exp(-z^2/2x^2 + t/x - x^2/2)$ and unitary symmetry. and unitary symmetry. In particular we study the double scaling limit as $N \to \infty$ and $(\sqrt{N} t, Nz^2 ) \to (u_1,u_2)$, where $N$ is the matrix dimension and the parameters $(u_1,u_2)$ remain finite. Using the Deift-Zhou steepest descent method we compute the asymptotics of the partition function when $z$ and $t$ are of order $O\bigl(N^{-1/2}\bigr)$. In this regime we discover a phase transition in the $(z,N)$-plane characterised by the Painleve' III equation. This is the first time that Painleve' III appears in studies of double scaling limits in Random Matrix Theory and is associated to the emergence of an essential singularity in the weighting function. The asymptotics of the partition function is expressed in terms of a particular solution of the Painleve' III equation. We derive explicitly the initial conditions in the limit $Nz^2\rightarrow u_2$ of this solution.
We derive series representations for the tau functions of the $q$-Painlevé V, $\mathrm{III_1}$, $\mathrm{III_2}$, and $\mathrm{III_3}$ equations, as degenerations of the tau functions of the $q$-Painlevé VI equation in [Jimbo M., Nagoya H., Sakai H., J. Integrable Syst. 2 (2017), xyx009, 27 pages]. Our tau functions are expressed in terms of $q$-Nekrasov functions. Thus, our series representations for the tau functions have explicit combinatorial structures. We show that general solutions to the $q$-Painlevé V, $\mathrm{III_1}$, $\mathrm{III_2}$, and $\mathrm{III_3}$ equations are written by o…
The D7 degeneration of the Painleve-III equation has solutions that are rational functions of $x^{1/3}$ for certain parameter values. We apply the isomonodromy method to obtain a Riemann-Hilbert representation of these solutions. We demonstrate the utility of this representation by analyzing rigorously the behavior of the solutions in the large parameter limit.
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 …
We prove a conjecture on uniqueness and existence of the irregular vertex operators of rank $r$ introduced in our previous paper. We also introduce ramified irregular vertex operators of the Virasoro algebra. As applications, we give conjectural formulas for series expansions of Painlevé III and II tau functions in terms of our ramified irregular conformal blocks.
Differential Equations for Approximate Solutions of Painlevé Equations: Application to the Algebraic Solutions of the Painlevé-III $({\rm D}_7)$ Equation
In this paper, we focus on the relationship between the fifth Painlevé equation and a Jacobi weight perturbed with random singularities, \begin{equation*} w(z)=\left(1-z^2\right)^α{\rm e}^{-\frac{t}{z^2-k^2}},~~~z,k\in[-1,1],~α,t>0. \end{equation*} By using the ladder operator approach, we obtain that an auxiliary quantity $R_n(t)$, which is closely related to the recurrence coefficients of monic polynomials orthogonal with $w(z)$, satisfies a particular Painlevé V equation.
In this paper, we study the Hankel determinant generated by a singularly perturbed Gaussian weight $$ w(x,t)=\mathrm{e}^{-x^{2}-\frac{t}{x^{2}}},\;\;x\in(-\infty, \infty),\;\;t>0. $$ By using the ladder operator approach associated with the orthogonal polynomials, we show that the logarithmic derivative of the Hankel determinant satisfies both a non-linear second order difference equation and a non-linear second order differential equation. The Hankel determinant also admits an integral representation involving a Painlevé III$'$. Furthermore, we consider the asymptotics of the Hankel determina…
We establish a representation of the joint moments of the characteristic polynomial of a CUE random matrix and its derivative in terms of a solution of the sigma-Painleve V equation. The derivation involves the analysis of a formula for the joint moments in terms of a determinant of generalised Laguerre polynomials using the Riemann-Hilbert method. We use this connection with the sigma-Painleve V equation to derive explicit formulae for the joint moments and to show that in the large-matrix limit the joint moments are related to a solution of the sigma-Painleve III equation. Using the conforma…
In this paper, we study the singularly perturbed Gaussian unitary ensembles defined by the measure \begin{equation*} \frac{1}{C_n} e^{- n\textrm{tr}\, V(M;λ,\vec{t}\;)}dM, \end{equation*} over the space of $n \times n$ Hermitian matrices $M$, where $V(x;λ,\vec{t}\;):= 2x^2 + \sum_{k=1}^{2m}t_k(x-λ)^{-k}$ with $\vec{t}= (t_1, t_2, \ldots, t_{2m})\in \mathbb{R}^{2m-1} \times (0,\infty)$, in the multiple scaling limit where $λ\to 1$ together with $\vec{t} \to \vec{0}$ as $n\to \infty$ at appropriate related rates. We obtain the asymptotics of the partition function, which is described explicitly …
Riemann-Hilbert problems, Fredholm determinants, explicit combinatorial expansions, and connection formulas for the general $q$-Painlevé III$_3$ tau functions
We study the Fredholm determinant of an integrable operator acting on the interval $(0,s)$ whose kernel is constructed out of a hierarchy of higher order analogues to the Painlevé III equation. This Fredholm determinant describes the critical behavior of the eigenvalue gap probability at the hard edge of unitary invariant random matrix ensembles perturbed by poles of order $k$ in the double scaling regime. Using the Riemann-Hilbert method, we obtain the large $s$ asymptotics of the Fredholm determinant. Moreover, we derive a Painlevé type formula of the Fredholm determinant, which is expressed…
