We study unitary invariant random matrix ensembles with singular potentials. We obtain asymptotics for the partition functions associated to the Laguerre and Gaussian Unitary Ensembles perturbed with a pole of order $k$ at the origin, in the double scaling limit where the size of the matrices grows, and at the same time the strength of the pole decreases at an appropriate speed. In addition, we obtain double scaling asymptotics of the correlation kernel for a general class of ensembles of positive-definite Hermitian matrices perturbed with a pole. Our results are described in terms of a hierarchy of higher order analogues to the Painlevé III equation, which reduces to the Painlevé III equation itself when the pole is simple.
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.
Explicit Hamiltonian structure of the Flaschka-Newell Painlevé II hierarchy via symmetry reduction of the Painlevé IV hierarchy
Université Jean Monnet（让·莫内大学）；CNRS, Institut Camille Jordan UMR 5208（法国国家科学研究中心，卡米尔·若尔当研究所）；Institut Universitaire de France（法兰西学院）；Université de Genève（日内瓦大学）
A symmetry reduction of the Painlevé IV hierarchy to the Flaschka-Newell Painlevé II hierarchy
Université de Genève（日内瓦大学）；Université Jean Monnet Saint-Étienne, CNRS, Institut Camille Jordan UMR 5208, Institut Universitaire de France（圣艾蒂安让·穆兰大学、法国国家科学研究中心、卡米尔·乔丹研究所UMR 5208、法国高等研究院）
研究偶数阶 Painlevé IV 层级对应的等单值变形问题，通过对称性约化得到 Flaschka-Newell Painlevé II 层级，并显式匹配 Lax 矩阵、Darboux 坐标和哈密顿结构。
We study Fredholm determinants of a class of integral operators, whose kernels can be expressed as double contour integrals of a special type. Such Fredholm determinants appear in various random matrix and statistical physics models. We show that the logarithmic derivatives of the Fredholm determinants are directly related to solutions of the Painlevé II hierarchy. This confirms and generalizes a recent conjecture by Le Doussal, Majumdar, and Schehr. In addition, we obtain asymptotics at $\pm\infty$ for the Painlevé transcendents and large gap asymptotics for the corresponding point processes.
The Painlevé I hierarchy: Correspondence between the isomonodromic approach and the minimal models of the KP hierarchy
Université Jean Monnet Saint-Étienne（圣艾蒂安让·莫奈大学）；CNRS, Institut Camille Jordan UMR 5208（法国国家科学研究中心，卡米尔·若当研究所）；Institut Universitaire de France（法兰西学院）；Section de Mathématiques, Université de Genève（日内瓦大学数学系）；Department of Mathematics, KTH Royal Institute of Technology（皇家理工学院数学系）
We consider Fredholm determinants of matrix convolution operators associated to matrix versions of the $n - $th Airy functions. Using the theory of integrable operators, we relate them to a fully noncommutative Painlevé II hierarchy, defined through a matrix valued version of the Lenard operators. In particular, the Riemann-Hilbert technique used to study these integrable operators allows to find a Lax pair for each member of the hierarchy. Finally, the coefficients of the Lax matrices are explicitely written in terms of these matrix valued Lenard operators and some solution of the hierarchy a…
In this paper we study the so-called sigma form of the second Painlevé hierarchy. To obtain this form, we use some properties of the Hamiltonian structure of the second Painlevé hierarchy and of the Lenard operator.
Painleve transcendents are usually considered as complex functions of a complex variable, but in applications it is often the real cases that are of interest. Under a reasonable assumption (concerning the behavior of a dynamical system associated with Painleve IV, as discussed in a recent paper), we give a number of results towards a classification of the real solutions of Painleve IV (or, more precisely, symmetric Painleve IV), according to their asymptotic behavior and singularities. We show the existence of globally nonsingular real solutions of symmetric Painleve IV for arbitrary nonzero v…
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 …
Hamiltonian representation of isomonodromic deformations of twisted rational connections: The Painlevé $1$ hierarchy
Université de Lyon（里昂大学）；Université Jean Monnet Saint-Étienne（圣艾蒂安让·莫内大学）；CNRS UMR 5208, Institut Camille Jordan（法国国家科学研究中心 5208 联合实验室，卡米尔·若当研究所）；Institut Universitaire de France（法兰西学院）
We study singularity confinement phenomena in examples of delay-differential Painlevé equations, which involve shifts and derivatives with respect to a single independent variable. We propose a geometric interpretation of our results in terms of mappings between jet spaces, defining certain singularities analogous to those of interest in the singularity analysis of discrete systems, and what it means for them to be confined. For three previously studied examples of delay-differential Painlevé equations, we describe all such singularities and show they are confined in the sense of our geometric…
We construct a tau cover of the generalized Drinfeld-Sokolov hierarchy associated to an arbitrary affine Kac-Moody algebra with gradations $\mathrm{s}\le\mathds{1}$ and derive its Virasoro symmetries. By imposing the Virasoro constraints we obtain solutions of the Drinfeld-Sokolov hierarchy of Witten-Kontsevich and of Brezin-Gross-Witten types, and of those characterized by certain ordinary differential equations of Painlevé type. We also show the existence of affine Weyl group actions on solutions of such Painlevé type equations, which generalizes the theory of Noumi and Yamada on affine Weyl…
In this article we formulate a group of birational transformations which is isomorphic to an extended affine Weyl group of type $(A_{2n+1}+A_1+A_1)^{(1)}$ with the aid of mutations and permutations of vertices to a mutation-periodic quiver on a torus. This group provides a class of higher order generalizations of Jimbo-Sakai's $q$-Painlevé VI equation as translations on a root lattice. Then the known three systems are obtained again; the $q$-Garnier system, a similarity reduction of the lattice $q$-UC hierarchy and a similarity reduction of the $q$-Drinfeld-Sokolov hierarchy.
Generalized Freud weight, discrete Painlevé I hierarchy and full asymptotics of Hankel determinants
School of Mathematics and Statistics, Hunan University of Science and Technology（湖南科技大学数学与统计学院）；School of Mathematical Sciences, Huaqiao University（华侨大学数学科学学院）
本文研究广义Freud权对应的正交多项式与Hankel行列式，揭示离散Painlevé I hierarchy的统一结构，推导相关微分方程与恒等式，得到这些量的完全渐近展开并以十次Freud权为例说明。
Modified Painlevé systems with meromorphic solutions for polynomial Hamiltonians of all degrees
Faculty of Mathematics Informatics and Mechanics, University of Warsaw（华沙大学数学、信息学与机械学院）；School of Mathematics and Physics, University of Portsmouth（朴茨茅斯大学数学与物理学院）
As Fredholm determinants are more and more frequent in the context of stochastic integrability, we unveil the existence of a common framework in many integrable systems where they appear. This consists in a quasi-universal hierarchy of equations, partly unifying an integro-differential generalization of the Painlevé II hierarchy, the finite-time solutions of the Kardar-Parisi-Zhang equation, multi-critical fermions at finite temperature and a notable solution to the Zakharov-Shabat system associated to the largest real eigenvalue in the real Ginibre ensemble. As a byproduct, we obtain the expl…
We study expectations of powers and correlation functions for characteristic polynomials of $N \times N$ non-Hermitian random matrices. For the $1$-point and $2$-point correlation function, we obtain several characterizations in terms of Painlevé transcendents, both at finite-$N$ and asymptotically as $N \to \infty$. In the asymptotic analysis, two regimes of interest are distinguished: boundary asymptotics where parameters of the correlation function can touch the boundary of the limiting eigenvalue support and bulk asymptotics where they are strictly inside the support. For the complex Ginib…
We rigorously compute the integrable system for the limiting $(N\rightarrow\infty)$ distribution function of the extreme momentum of $N$ noninteracting fermions when confined to an anharmonic trap $V(q)=q^{2n}$ for $n\in\mathbb{Z}_{\geq 1}$ at positive temperature. More precisely, the edge momentum statistics in the harmonic trap $n=1$ are known to obey the weak asymmetric KPZ crossover law which is realized via the finite temperature Airy kernel determinant or equivalently via a Painlevé-II integro-differential transcendent, cf. \cite{LW,ACQ}. For general $n\geq 2$, a novel higher order finit…
The aim of this paper is to study the effect of isomonodromic deformations of the evolution of scalar fields in Sasaki-Einstein spaces in the context of holography. Here we analyze the monodromy data of the general Heun equation, resulting from a scalar on Y$^{p,q}$, thus obtaining the corresponding Painlevé VI equation. Furthermore we have considered limits leading to a coalescence of singularities, which in turn transform the original Painlevé VI equation, to one of lower rank. The confluent limits we have considered are Y$^{p,p}$, T$^{1,1} / \mathbb{Z}_2$ and Y$^{\infty, q}$.
These are the lecture notes for a course on exceptional polynomials taught at the \textit{AIMS-Volkswagen Stiftung Workshop on Introduction to Orthogonal Polynomials and Applications} that took place in Douala (Cameroon) from October 5-12, 2018. They summarize the basic results and construction of exceptional poynomials, developed over the past ten years. In addition, some new results are presented on the construction of rational solutions to Painlevé equation PIV and its higher order generalizations that belong to the $A_{2n}^{(1)}$-Painlevé hierarchy. The construction is based on dressing ch…
We derive the discrete Painlevé equations associated to the affine Weyl group E$_8^{(1)}$ that can be represented by an (in the QRT sense) "asymmetric" trihomographic system. The method used in this paper is based on singularity confinement. We start by obtaining all possible singularity patterns for a general asymmetric trihomographic system and discard those patterns which cannot lead to confined singularities. Working with the remaining ones we implement the confinement conditions and derive the corresponding discrete Painlevé equations, which involve two variables. By eliminating either of…
We study asymptotic behavior for determinants of $n\times n$ Toeplitz matrices corresponding to symbols with two Fisher-Hartwig singularities at the distance $2t\ge0$ 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 $t\to 0$ between the asymptotic regimes of 2 singularities and 1 singularity. The asymptotics involve a particular solution to the Painlevé V equation. We obtain small and large argument expansions of this solution. As applications of our results we prove a conjecture of Dyson o…
