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 Ginibre ensemble this involves Painlevé IV at the boundary as $N \to \infty$. Our approach, together with the results in \cite{HW17} suggests that this should arise in a much broader class of planar models. For the bulk asymptotics, one of our results can be interpreted as the merging of two `planar Fisher-Hartwig singularities' where Painlevé V arises in the asymptotics. We also discuss the correspondence of our results with a normal matrix model with $d$-fold rotational symmetries known as the \textit{lemniscate ensemble}, recently studied in \cite{BGM, BGG18}. Our approach is flexible enough to apply to non-Gaussian models such as the truncated unitary ensemble or induced Ginibre ensemble; we show that in the former case Painlevé VI arises at finite-$N$. Scaling near the boundary leads to Painlevé V, in contrast to the Ginibre ensemble.
Leading terms of asymptotic expansions for the general complex solutions of the fifth Painlevé equation as $t\to\imath\infty$ are found. These asymptotics are parameterized by monodromy data of the associated linear ODE. $$ \frac{d}{dλ}Y= \left(\frac t2σ_3 + \frac{A_0}λ+\frac{A_1}{λ-1}\right)Y. $$ The parametrization allows one to derive connection formulas for the asymptotics. We provide numerical verification of the results. Important special cases of the connection formulas are also considered.
Hirota's discrete KdV equation is an integrable partial difference equation on $\mathbb{Z}^2$, which approaches the Korteweg-de Vries (KdV) equation in a continuum limit. In this paper, we show that its multiplicative-discrete versions have the special solutions given by the solutions of $q$-Painlevé equations of types $A_J^{(1)}$ $(J=3,4,5,6)$.
A recently formulated conjecture of Gamayun, Iorgov and Lisovyy gives an asymptotic expansion of the Jimbo--Miwa--Ueno isomonodromic $τ$-function for certain Painlevé transcendents. The coefficients in this expansion are given in terms of conformal blocks of a two-dimensional conformal field theory, which can be written as infinite sums over pairs of partitions. In this note a discrete matrix model is proposed on a lattice whose partition function can be used to obtain a multiple integral representation for the length restricted partial sums of the Painlevé conformal blocks. This leads to expr…
In this work the supersymmetric technique is applied to the truncated oscillator to generate Hamiltonians ruled by second and third-order polynomial Heisenberg algebras, which are connected to the Painlevé IV and Painlevé V equations respectively. The aforementioned connection is exploited to produce particular solutions to both non-linear differential equations and the Bäcklund transformations relating them.
Quadratic Bureau-Guillot systems with the first and second Painlevé transcendents in the coefficients. Part I: geometric approach and birational equivalence
University of Warsaw, Institute of Mathematics（华沙大学数学研究所）
In this paper, we consider the perturbed Laguerre unitary ensemble described by the weight function of $$w(x,t)=(x+t)^λx^αe^{-x}$$ with $ x\geq 0,\ t>0,\ α>0,\ α+λ+1 > 0.$ The Deift-Zhou nonlinear steepest descent approach is used to analyze the limit of the eigenvalue correlation kernel. It was found that under the double scaling $s=4nt,$ $n\to \infty,$ $t\to 0 $ such that $s$ is positive and finite, at the hard edge, the limiting kernel can be described by the $φ$-function related to a third-order nonlinear differential equation, which is equivalent to a particular Painlevé V (shorted as P$_…
This paper studies the Hankel determinants generated by a discontinuous Gaussian weight with one and two jumps. It is an extension of Chen and Pruessner \cite{Chen2005}, in which they studied the discontinuous Gaussian weight with a single jump. By using the ladder operator approach, we obtain a series of difference and differential equations to describe the Hankel determinant for the single jump case. These equations include the Chazy II equation, continuous and discrete Painlevé IV. In addition, we consider the large $n$ behavior of the corresponding orthogonal polynomials and prove that the…
We study a twistor correspondence based on the Joukowski map reduced from one for stationary-axisymmetric self-dual Yang-Mills and adapt it to the Painlevé III equation. A natural condition on the geometry (axissimplicity) leads to solutions that are meromorphic at the fixed singularity at the origin. We show that it also implies a quantisation condition for the parameter in the equation. From the point of view of generalized monodromy data, the condition is equivalent to triviality of the Stokes matrices and half-integral exponents of formal monodromy. We obtain canonically defined representa…
We show that exact time dependent single particle Green function in the Imambekov-Glazman theory of nonlinear Luttinger liquids can be written, for any value of the Luttinger parameter, in terms of a particular solution of the Painlevé IV equation. Our expression for the Green function has a form analogous to the celebrated Tracy-Widom result connecting the Airy kernel with Painlevé II. The asymptotic power law of the exact solution as a function of a single scaling variable $x/\sqrt{t}$ agrees with the mobile impurity results. The full shape of the Green function in the thermodynamic limit is…
We consider real-valued solutions $u=u(x|s),x\in\mathbb{R}$ of the second Painlevé equation $u_{xx}=xu+2u^3$ which are parametrized in terms of the monodromy data $s\equiv(s_1,s_2,s_3)\subset\mathbb{C}^3$ of the associated Flaschka-Newell system of rational differential equations. Our analysis describes the transition, as $x\rightarrow-\infty$, between the oscillatory power-like decay asymptotics for $|s_1|<1$ (Ablowitz-Segur) to the power-like growth behavior for $|s_1|=1$ (Hastings-McLeod) and from the latter to the singular oscillatory power-like growth for $|s_1|>1$ (Kapaev). It is shown t…
Unstable separatrix solutions for the first and second Painlevé transcendents are studied both numerically and analytically. For a fixed initial condition, say $y(0)=0$, there is a discrete set of initial slopes $y'(0)=b_n$ that give rise to separatrix solutions. Similarly, for a fixed initial slope, say $y'(0)= 0$, there is a discrete set of initial values $y(0)=c_n$ that give rise to separatrix solutions. For Painlevé I the large-$n$ asymptotic behavior of $b_n$ is $b_n\sim B_{\rm I}n^{3/5}$ and that of $c_n$ is $c_n\sim C_{\rm I}n^{2/ 5}$, and for Painlevé II the large-$n$ asymptotic behavi…
In recent years, progress toward the classification of superintegrable systems with higher order integrals of motion has been made. In particular, a complete classification of all exotic potentials with a third or a fourth order integrals, and allowing separation of variables in Cartesian coordinates. All doubly exotic potentials with a fifth order integral have also been completely classified. It has been demonstrated how the Chazy class of third order differential equations plays an important role in solving determining equations. Moreover, taking advantage of various operator algebras defin…
We study the asymptotic behavior of the partition function and the correlation kernel in random matrix ensembles of the form $\frac{1}{Z_n} \big|\det \big( M^2-tI \big)\big|^α e^{-n\operatorname{Tr} V(M)}dM$, where $M$ is an $n\times n$ Hermitian matrix, $α>-1/2$ and $t\in\mathbb R$, in double scaling limits where $n\to\infty$ and simultaneously $t\to 0$. If $t$ is proportional to $1/n^2$, a transition takes place which can be described in terms of a family of solutions to the Painlevé V equation. These Painlevé solutions are in general transcendental functions, but for certain values of $α$, …
Gap probabilities in the finite and scaled Cauchy random matrix ensembles
精确地求出了单位圆上具有奇异权的有限个$ N\times N $随机酉系综以及相应的柯西权直线上的埃尔米特系综的特征值谱中出现缺口的概率。给出了与某些\mbox{Painlevé-VI}超越项相关的二阶二次常微分方程的单区间和双区间排斥的有限情形。热力学极限中的标度情形也是二次和二阶的，这次与\mbox{Painlevé-V}超越有关。使用转换有关的二度常微分方程和超越，我们证明了一个身份的缩放批量限制，导致一个简单的表达式的间距p.d. f。我们还涉及到所有的变量出现在Fredholm行列式形式主义特定的\mbox{Painlevé}超越，在一个简单而透明的方式，并展示其缩放行为。
We consider a two dimensional quantum Hamiltonian separable in Cartesian coordinates and allowing a fifth-order integral of motion. We impose the superintegrablity condition and find all doubly exotic superintegrable potentials (i.e potentials V (x, y) = V_1(x)+V_2(y) where neither V_1(x) nor V_2(y) satisfy a linear ODE) allowing the existence of such an integral. All of these potentials are found to have the Painlevé property. Most of them are expressed in terms of known Painlevé transcendents or elliptic functions but some may represent new higher order Painlevé transcendents.
A Tau function for $q$-Painlevé VI as a Fredholm determinant
Mathematical Institute, Andrew Wiles Building, Woodstock Rd, Oxford OX2 6GG, United Kingdom（数学研究所）；School of Mathematics and Statistics, University of Sydney, Camperdown, NSW 2006, Australia（悉尼大学数学与统计学院）
In this paper, we take ODE reductions of the general nonlinear Schrödinger equation (NLS) AKNS system, and reduce them to Painlevé type equations. Specifically, the stationary solution is solved in terms of elliptic functions, and the similarity solution is solved in terms of the Painlevé IV transcendent. Since a number of newly proposed integrable 'nonlocal' NLS variants (the PT-symmetric nonlocal NLS, the reverse time NLS, and the reverse space-time NLS) are derivable as specific cases of this system, a consequence is that the nonlocal Painlevé type ODEs obtained from these nonlocal variants…
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.
We study the asymptotic behaviour of orthogonal polynomials in the complex plane that are associated to a certain normal matrix model. The model depends on a parameter and the asymptotic distribution of the eigenvalues undergoes a transition for a special value of the parameter, where it develops a corner-type singularity. In the double scaling limit near the transition we determine the asymptotic behaviour of the orthogonal polynomials in terms of a solution of the Painlevé IV equation. We determine the Fredholm determinant associated to such solution and we compute it numerically on the real…
We study the hermitian one matrix model with semi-classical potential. This is a general unitary invariant random matrix ensemble in which the potential has a derivative that is a rational function and the measure is supported on some collection of disjoint closed intervals. Such models have attracted much interest both due to their physical applications and relations to integrable systems. An object of central interest in random matrix theory is the correlation kernel, as this encodes the eigenvalue correlation functions. In recent years many results have been obtained proving that the correl…
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 hierar…
The Painlevé transcendents discovered at the turn of the XX century by pure mathematical reasoning, have later made their surprising appearance -- much in the way of Wigner's "miracle of appropriateness" -- in various problems of theoretical physics. The notable examples include the two-dimensional Ising model, one-dimensional impenetrable Bose gas, corner and polynuclear growth models, one dimensional directed polymers, string theory, two dimensional quantum gravity, and spectral distributions of random matrices. In the present contribution, ideas of integrability are utilized to advocate eme…
We study multiplicative statistics for the eigenvalues of unitarily-invariant Hermitian random matrix models. We consider one-cut regular polynomial potentials and a large class of multiplicative statistics. We show that in the large matrix limit several associated quantities converge to limits which are universal in both the potential and the family of multiplicative statistics considered. In turn, such universal limits are described by the integro-differential Painlevé II equation, and in particular they connect the random matrix models considered with the narrow wedge solution to the KPZ eq…
In this paper we study $F$-manifolds equipped with multiple flat connections (and multiple $F$-products), that are required to be compatible in a suitable sense. In the semisimple case we show that a necessary condition for the existence of such multiple flat connections can be expressed in terms of the integrability of a distribution of vector fields that are related to the eventual identities for the multiple products involved. Using this fact we show that in general there can not be multi-flat structures with more than three flat connections. When the relevant distributions are integrable w…
A perturbation series solution is constructed in terms of Airy functions for a nonlinear two-point boundary-value problem arising in an established model of steady electrodiffusion in one dimension, for two ionic species carrying equal and opposite charges. The solution includes a formal determination of the associated electric field, which is known to satisfy a form of the Painlevé II differential equation. Comparisons with the numerical solution of the boundary-value problem show excellent agreement following termination of the series after a sufficient number of terms, for a much wider rang…
Matrix Szego biorthogonal polynomials for quasi-definite matrices of measures are studied. For matrices of Holder weights a Riemann-Hilbert problem is uniquely solved in terms of the matrix Szego polynomials and its Cauchy transforms. The Riemann-Hilbert problem is given as an appropriate framework for the discussion of the Szego matrix and the associated Szego recursion relations for the matrix orthogonal polynomials and its Cauchy transforms. Pearson type differential systems characterizing the matrix of weights are studied. These are linear systems of ordinary differential equations which a…
Although the solutions of Painlevé equations are transcendental in the sense that they cannot be expressed in terms of known elementary functions, there do exist rational solutions for specialized values of the equation parameters. A very successful approach in the study of rational solutions to Painlevé equations involves the reformulation of these scalar equations into a symmetric system of coupled, Riccati-like equations known as dressing chains. Periodic dressing chains are known to be equivalent to the $A_N$-Painlevé system, first described by Noumi and Yamada. The Noumi-Yamada system, in…
We compute asymptotics for Hankel determinants and orthogonal polynomials with respect to a discontinuous Gaussian weight, in a critical regime where the discontinuity is close to the edge of the associated equilibrium measure support. Their behavior is described in terms of the Ablowitz-Segur family of solutions to the Painlevé II equation. Our results complement the ones in [Xu,Zhao,2011]. As consequences of our results, we conjecture asymptotics for an Airy kernel Fredholm determinant and total integral identities for Painlevé II transcendents, and we also prove a new result on the poles of…
The power spectrum analysis of spectral fluctuations in complex wave and quantum systems has emerged as a useful tool for studying their internal dynamics. In this paper, we formulate a nonperturbative theory of the power spectrum for complex systems whose eigenspectra -- not necessarily of the random-matrix-theory (RMT) type -- posses stationary level spacings. Motivated by potential applications in quantum chaology, we apply our formalism to calculate the power spectrum in a tuned circular ensemble of random $N \times N$ unitary matrices. In the limit of infinite-dimensional matrices, the ex…
We study the Hankel determinant generated by a singularly perturbed Jacobi weight $$ w(x,t):=(1-x^2)^α\mathrm{e}^{-\frac{t}{x^{2}}},\;\;\;\;\;\;x\in[-1,1],\;\;α>0,\;\;t\geq 0. $$ If $t=0$, it is reduced to the classical symmetric Jacobi weight. For $t>0$, the factor $\mathrm{e}^{-\frac{t}{x^{2}}}$ induces an infinitely strong zero at the origin. This Hankel determinant is related to the Wigner time-delay distribution in chaotic cavities. In the finite $n$ dimensional case, we obtain two auxiliary quantities $R_n(t)$ and $r_n(t)$ by using the ladder operator approach. We show that the Hankel de…
