The theory of orthogonal polynomials on the unit circle is developed for a general class of weights leading to systems of recurrence relations and derivatives of the polynomials and their associated functions, and to functional-difference equations of certain coefficient functions appearing in the theory. A natural formulation of the Riemann-Hilbert problem is presented which has as its solution the above system of orthogonal polynomials and associated functions. In particular for the case of regular semi-classical weights on the unit circle $ w(z) = \prod^m_{j=1}(z-z_j(t))^{ρ_j} $, consisting of $ m \in \mathbb{Z}_{> 0} $ singularities, difference equations with respect to the orthogonal polynomial degree $ n $ (Laguerre-Freud equations) and differential equations with respect to the deformation variables $ z_j(t) $ (Schlesinger equations) are derived completely characterising the system. It is shown in the simplest non-trivial case of $ m=3 $ that quite generally and simply the difference equations are equivalent to the discrete Painlevé equation associated with the degeneration of the rational surface $ D^{(1)}_4 \to D^{(1)}_5 $ and no other. In a three way comparison with other methods employed on this problem - the Toeplitz lattice and Virasoro constraints, the isomonodromic deformation of $ 2\times 2 $ linear Fuchsian differential equations, and the algebraic approach based upon the affine Weyl group symmetry - it is shown all are entirely equivalent, when reduced in order by exact summation, to the above discrete Painlevé equation through explicit transformation formulae. The fundamental matrix integrals over the unitary group $ U(N) $ arising in the theory are given by the generalised hypergeometric function $ {{}^{\vphantom{(1)}}_2}F^{(1)}_1 $.
In a recent work difference equations (Laguerre-Freud equations) for the bi-orthogonal polynomials and related quantities corresponding to the weight on the unit circle $ w(z)=\prod^m_{j=1}(z-z_j(t))^{ρ_j} $ were derived.Here it is shown that in the case $ m=3 $ these difference equations, when applied to the calculation of the underlying U(N) average, reduce to a coupled system identifiable with that obtained by Adler and van Moerbeke using methods of the Toeplitz lattice and Virasoro constraints. Moreover it is shown that this coupled system can be reduced to yield the discrete fifth Painlev…
A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities related to the eigenspectrum, such as the distribution of the largest eigenvalue, which can be expressed as multidimensional integrals or equivalently as determinants. These distributions are well known to be $τ$-functions for Painlevé systems, allowing for the former to be characterised as the solution of certain nonlinear equations. We consider the random matri…
We consider a 3-dimensional Pfaffian system, whose z-component is a differential system with irregular singularity at infinity and Fuchsian at zero. In the first part of the paper, we prove that its Frobenius integrability is equivalent to the sixth Painlevé equation PVI. The coefficients of the system will be explicitly written in terms of the solutions of PVI. In this way, we remake a result of [44, 61]. We then express in terms of the Stokes matrices of the 3x3 irregular system the monodromy invariants p_{jk}=Tr(M_jM_k) of the 2-dimensional isomonodromic Fuchsian system with four singularit…
Okamoto has obtained a sequence of $τ$-functions for the \PVI system expressed as a double Wronskian determinant based on a solution of the Gauss hypergeometric equation. Starting with integral solutions of the Gauss hypergeometric equation, we show that the determinant can be re-expressed as multi-dimensional integrals, and these in turn can be identified with averages over the eigenvalue probability density function for the Jacobi unitary ensemble (JUE), and the Cauchy unitary ensemble (CyUE) (the latter being equivalent to the circular Jacobi unitary ensemble (cJUE)). Hence these averages, …
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）
We present an asymmetric $q$-Painlevé equation. We will derive this using $q$-orthogonal polynomials with respect to generalized Freud weights: their recurrence coefficients will obey this $q$-Painlevé equation (up to a simple transformation). We will show a stable method of computing a special solution which gives the recurrence coefficients. We establish a connection with $α-q-P_V$.
We derive a Toda-type recurrence relation, in both high and low temperature regimes, for the $λ$ - extended diagonal correlation functions $C(N,N;λ)$ of the two-dimensional Ising model, using an earlier connection between diagonal form factor expansions and tau-functions within Painlevé VI (PVI) theory, originally discovered by Jimbo and Miwa. This greatly simplifies the calculation of the diagonal correlation functions, particularly their $λ$-extended counterparts. We also conjecture a closed form expression for the simplest off-diagonal case $C^{\pm}(0,1;λ)$ where a connection to PVI theory …
In this work we show that the $ N\times N $ Toeplitz determinants with the symbols $ z^μ\exp(-{1/2}\sqrt{t}(z+1/z)) $ and $ (1+z)^μ(1+1/z)^ν\exp(tz) $ -- known $τ$-functions for the \PIIIa and \PV systems -- are characterised by nonlinear recurrences for the reflection coefficients of the corresponding orthogonal polynomial system on the unit circle. It is shown that these recurrences are entirely equivalent to the discrete Painlevé equations associated with the degenerations of the rational surfaces $ D^{(1)}_{6} \to E^{(1)}_{7} $ (discrete Painlevé {\rm II}) and $ D^{(1)}_{5} \to E^{(1)}_{6}…
The modern version of conformal matrix model (CMM) describes conformal blocks in the Dijkgraaf-Vafa phase. Therefore it possesses a determinant representation and becomes a Toda chain $τ$-function only after a peculiar Fourier transform in internal dimensions. Moreover, in CMM Hirota equations arise in a peculiar discrete form (when the couplings of CMM are actually Miwa time-variables). Instead, this integrability property is actually independent on the measure in the original hypergeometric integral. To get hypergeometric functions, one needs to pick up a very special $τ$-function satisfying…
We obtain the double scaling asymptotic behavior of the recurrence coefficients and the partition function at the critical point of the $N\times N$ Hermitian random matrix model with cubic potential. We prove that the recurrence coefficients admit an asymptotic expansion in powers of $N^{-2/5}$, and in the leading order the asymptotic behavior of the recurrence coefficients is given by a Boutroux tronquée solution to the Painlevé I equation. We also obtain the double scaling limit of the partition function, and we prove that the poles of the tronquée solution are limits of zeros of the partiti…
Over the last decade it has become clear that discrete Painlevé equations appear in a wide range of important mathematical and physical problems. Thus, the question of recognizing a given non-autonomous recurrence as a discrete Painlevé equation and determining its type according to Sakai's classification scheme, understanding whether it is equivalent to some known (model) example, and especially finding an explicit change of coordinates transforming it to such an example, becomes one of the central ones. Fortunately, Sakai's geometric theory provides an almost algorithmic procedure for answer…
In this paper we present a general scheme for how to relate differential equations for the recurrence coefficients of semi-classical orthogonal polynomials to the Painlevé equations using the geometric framework of the Okamoto Space of Initial Conditions. We demonstrate this procedure in two examples. For semi-classical Laguerre polynomials appearing in \cite{HC17}, we show how the recurrence coefficients are connected to the fourth Painlevé equation. For discrete orthogonal polynomials associated with the hypergeometric weight appearing in \cite{FVA18} we discuss the relation of the recurrenc…
The $τ$-function theory of Painlevé systems is used to derive recurrences in the rank $n$ of certain random matrix averages over U(n). These recurrences involve auxilary quantities which satisfy discrete Painlevé equations. The random matrix averages include cases which can be interpreted as eigenvalue distributions at the hard edge and in the bulk of matrix ensembles with unitary symmetry. The recurrences are illustrated by computing the value of a sequence of these distributions as $n$ varies, and demonstrating convergence to the value of the appropriate limiting distribution.
$τ$-functions of certain Painlevé equations (PVI,PV,PIII) can be expressed as a Fredholm determinant. Further, the minor expansion of these determinants provide an interesting connection to Random partitions. This paper is a step towards understanding whether the $τ$-function of Painlevé II has a Fredholm determinant representation. The Ablowitz-Segur family of solutions are special one parameter solutions of Painlevé II and the corresponding $τ$-function is known to be the Fredholm determinant of the Airy Kernel. We develop a formalism for open contour in parallel to the one formulated in \ci…
In this paper we study a certain recurrence relation, that can be used to generate ladder operators for the Laguerre Unitary ensemble, from the point of view of Sakai's geometric theory of Painlevé equations. On one hand, this gives us one more detailed example of the appearance of discrete Painlevé equations in the theory of orthogonal polynomials. On the other hand, it serves as a good illustration of the effectiveness of a recently proposed procedure on how to reduce such recurrences to some canonical discrete Painlevé equations.
In this paper classical solutions of the degenerate fifth Painlevé equation are classified, which include hierarchies of algebraic solutions and solutions expressible in terms of Bessel functions. Solutions of the degenerate fifth Painlevé equation are known to expressible in terms of the third Painlevé equation. Two applications of these classical solutions are discussed, deriving exact solutions of the complex sine-Gordon equation and of the coefficients in the three-term recurrence relation associated with generalised Charlier polynomials.
In this paper we study the simplest deformation on a sequence of orthogonal polynomials, namely, replacing the original (or reference) weight $w_0(x)$ defined on an interval by $w_0(x)e^{-tx}.$ It is a well-known fact that under such a deformation the recurrence coefficients denoted as $α_n$ and $β_n$ evolve in $t$ according to the Toda equations, giving rise to the time dependent orthogonal polynomials, using Sogo's terminology. The resulting "time-dependent" Jacobi polynomials satisfy a linear second order ode. We will show that the coefficients of this ode are intimately related to a partic…
Generalized Charlier Recurrence Coefficients: Hankel Formulas, Laguerre--Freud Dynamics, and Painlevé V Connections
International Chair of Mathematical Physics and Applications (ICMPA–UNESCO Chair)（国际数学物理与应用 chair（ICMPA-UNESCO 讲席））；University of Abomey-Calavi（阿波美卡拉维大学）
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.
We investigate new generalizations of the Meixner polynomials on the lattice $\mathbb{N}$, on the shifted lattice $\mathbb{N}+1-β$ and on the bi-lattice $\mathbb{N}\cup (\mathbb{N}+1-β)$. We show that the coefficients of the three-term recurrence relation for the orthogonal polynomials are related to the solutions of the fifth Painlevé equation P$_{\textup V}$. Initial conditions for different lattices can be transformed to the classical solutions of P$_{\textup V}$ with special values of the parameters. We also study one property of the Bäcklund transformation of P$_{\textup V}$.
The sigma form of the Painlev{é} VI equation contains four arbitrary parameters and generically the solutions can be said to be genuinely ``nonlinear'' because they do not satisfy linear differential equations of finite order. However, when there are certain restrictions on the four parameters there exist one parameter families of solutions which do satisfy (Fuchsian) differential equations of finite order. We here study this phenomena of Fuchsian solutions to the Painlev{é} equation with a focus on the particular PVI equation which is satisfied by the diagonal correlation function C(N,N) of t…
We study polynomials that are orthogonal with respect to a varying quartic weight \exp(-N(x^2/2+tx^4/4)) for t<0, where the orthogonality takes place on certain contours in the complex plane. Inspired by developments in 2D quantum gravity, Fokas, Its, and Kitaev, showed that there exists a critical value for t around which the asymptotics of the recurrence coefficients are described in terms of exactly specified solutions of the Painleve I equation. In this paper, we present an alternative and more direct proof of this result by means of the Deift/Zhou steepest descent analysis of the Riemann-…
We consider the Gaussian unitary ensemble perturbed by a Fisher-Hartwig singularity simultaneously of both root type and jump type. In the critical regime where the singularity approaches the soft edge, namely, the edge of the support of the equilibrium measure for the Gaussian weight, the asymptotics of the Hankel determinant and the recurrence coefficients, for the orthogonal polynomials associated with the perturbed Gaussian weight, are obtained and expressed in terms of a family of smooth solutions to the Painlevé XXXIV equation and the $σ$-form of the Painlevé II equation. In addition, we…
We study the asymptotics of recurrence coefficients for monic orthogonal polynomials p_n(z) with the quartic exponential weight exp [-N (1/2 z^2 + t/4 z^4)], where t is complex. Our goals are: A) to describe the regions of different asymptotic behaviour (different genera) globally in t; B) to identify all the critical points, and; C) to study in details the asymptotics in a full neighborhood near of critical points (double scaling limit), including at and near the poles of Painleve' I solutions y(v) that are known to provide the leading correction term in this limit. Our results are: A) We fou…
We consider the Hankel determinant generated by the Gaussian weight with two jump discontinuities. Utilizing the results of [C. Min and Y. Chen, Math. Meth. Appl. Sci. {\bf 42} (2019), 301--321] where a second order PDE was deduced for the log derivative of the Hankel determinant by using the ladder operators adapted to orthogonal polynomials, we derive the coupled Painlevé IV system which was established in [X. Wu and S. Xu, arXiv: 2002.11240v2] by a study of the Riemann-Hilbert problem for orthogonal polynomials. Under double scaling, we show that, as $n\rightarrow\infty$, the log derivative…
The diagonal spin-spin correlations $ \langle σ_{0,0}σ_{N,N} \rangle $ of the Ising model on a triangular lattice with general couplings in the three directions are evaluated in terms of a solution to a three-variable extension of the sixth Painlevé system, namely a Garnier system. This identification, which is accomplished using the theory of bi-orthogonal polynomials on the unit circle with regular semi-classical weights, has an additional consequence whereby the correlations are characterised by a simple system of coupled, nonlinear recurrence relations in the spin separation $ N \in \mathb…
We demonstrate that a system of bi-orthogonal polynomials and their associated functions corresponding to a regular semi-classical weight on the unit circle constitute a class of general classical solutions to the Garnier systems by explicitly constructing its Hamiltonian formulation and showing that it coincides with that of a Garnier system. Such systems can also be characterised by recurrence relations of the discrete Painlevé type, for example in the case with one free deformation variable the system was found to be characterised by a solution to the discrete fifth Painlevé equation. Here …
We study the Hankel determinants associated with the weight $$w(x;t)=(1-x^2)^β(t^2-x^2)^αh(x),~x\in(-1,1),$$ where $β>-1$, $α+β>-1$, $t>1$, $h(x)$ is analytic in a domain containing $[-1,1]$ and $h(x)>0$ for $x\in[-1,1]$. In this paper, based on the Deift-Zhou nonlinear steepest descent analysis, we study the double scaling limit of the Hankel determinants as $n\to \infty$ and $t\to 1$. We obtain the asymptotic approximations of the Hankel determinants, evaluated in terms of the Jimbo-Miwa-Okamoto $σ$-function for the Painlevé III equation. The asymptotics of the leading coefficients and the r…
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。
We introduce and study isomonodromy transformations of the matrix linear difference equation Y(z+1)=A(z)Y(z) with polynomial (or rational) A(z). Our main result is a construction of an isomonodromy action of Z^{m(n+1)-1} on the space of coefficients A(z) (here m is the size of matrices and n is the degree of A(z)). The (birational) action of certain rank n subgroups can be described by difference analogs of the classical Schlesinger equations, and we prove that for generic initial conditions these difference Schlesinger equations have a unique solution. We also show that both the classical Sch…
We derive simple linear, inhomogeneous recurrences for the variance of the index by utilising the fact that the generating function for the distribution of the number of positive eigenvalues of a Gaussian unitary ensemble is a $τ$-function of the fourth Painlevé equation. From this we deduce a simple summation formula, several integral representations and finally an exact hypergeometric function evaluation for the variance.
On the discrete Painlevé equivalence problem, non-conjugate translations and nodal curves
Beijing Institute of Mathematical Sciences and Applications (BIMSA)（北京数学与应用研究所）；Institute of Mathematics, University of Warsaw（华沙大学数学研究所）；Waseda Institute for Advanced Study, Waseda University（早稻田大学高等研究院）
We show that the distribution function of the first particle in a discrete orthogonal polynomial ensemble can be obtained through a certain recurrence procedure, if the (difference or q-) log-derivative of the weight function is rational. In a number of classical special cases the recurrence procedure is equivalent to the difference and q-Painleve equations of chao-dyn/9507010, [Sakai]. Our approach is based on the formalism of discrete integrable operators and discrete Riemann--Hilbert problems developed in math.CO/9912093, math-ph/0111008.
We consider T-systems and Y-systems arising from cluster mutations applied to quivers that have the property of being periodic under a sequence of mutations. The corresponding nonlinear recurrences for cluster variables (coefficient-free T-systems) were described in the work of Fordy and Marsh, who completely classified all such quivers in the case of period 1, and characterized them in terms of the skew-symmetric exchange matrix B that defines the quiver. A broader notion of periodicity in general cluster algebras was introduced by Nakanishi, who also described the corresponding Y-systems, an…
We give asymptotic formulae for random matrix averages of derivatives of characteristic polynomials over the groups USp(2N), SO(2N) and O^-(2N). These averages are used to predict the asymptotic formulae for moments of derivatives of L-functions which arise in number theory. Each formula gives the leading constant of the asymptotic in terms of determinants of hypergeometric functions. We find a differential recurrence relation between these determinants which allows the rapid computation of the (k+1)-st constant in terms of the k-th and (k-1)-st. This recurrence is reminiscent of a Toda lattic…
We study the asymptotics of recurrence coefficients for monic orthogonal polynomials $π_n(z)$ with the quartic exponential weight $\exp[-N(\frac 12 z^2+\frac 14 tz^4)]$, where $t\in {\mathbb C}$ and $N\in{\mathbb N}$, $N\to\infty$. Our goal is to describe these asymptotic behaviors globally for $t\in {\mathbb C}$ in different regions. We also describe the "breaking" curves separating these regions, and discuss their special (critical) points. All these pieces of information combined provide the global asymptotic "phase portrait" of the recurrence coefficients of $π_n(z)$, which was studied num…
In this paper we present a brief description of a ladder operator formalism applied to orthogonal polynomials with discontinuous weights. The two coefficient functions, A_n(z) and B_n(z), appearing in the ladder operators satisfy the two fundamental compatibility conditions previously derived for smooth weights. If the weight is a product of an absolutely continuous reference weight w_0 and a standard jump function, then A_n(z) and B_n(z) have apparent simple poles at these jumps. We exemplify the approach by taking w_0 to be the Hermite weight. For this simpler case we derive, without using t…
We study the recurrence coefficients of the monic polynomials $P_n(z)$ orthogonal with respect to the deformed (also called semi-classical) Freud weight \begin{equation*} w_α(x;s,N)=|x|^α{\rm e}^{-N\left[x^{2}+s\left(x^{4}-x^{2}\right)\right]}, ~~x\in\mathbb{R}, \end{equation*} with parameters $α>-1,~N>0,~s\in[0,1]$. We show that the recurrence coefficients $β_{n}(s)$ satisfy the first discrete Painlevé equation (denoted by d${\rm P_{I}}$), a differential-difference equation and a second order nolinear ordinary differential equation (ODE) in $s$. Here $n$ is the order of the Hankel matrix gene…
We study orthogonal polynomials and Hankel determinants generated by a symmetric semi-classical Jacobi weight. By using the ladder operator technique, we derive the second-order nonlinear difference equations satisfied by the recurrence coefficient $β_n(t)$ and the sub-leading coefficient $\mathrm{p}(n,t)$ of the monic orthogonal polynomials. This enables us to obtain the large $n$ asymptotics of $β_n(t)$ and $\mathrm{p}(n,t)$ based on the result of Kuijlaars et al. [Adv. Math. \textbf{188} (2004) 337-398]. In addition, we show the second-order differential equation satisfied by the orthogonal…
E. Heine in the 19th century studied a system of orthogonal polynomials associated with the weight $\left[x(x-α)(x-β)\right]^{-\frac{1}{2}}$, $x\in[0,α]$, $0<α<β$. A related system was studied by C. J. Rees in 1945, associated with the weight $\left[(1-x^2)(1-k^2x^2)\right]^{-\frac{1}{2}}$, $x\in[-1,1]$, $k^2\in(0,1)$. These are also known as elliptic orthogonal polynomials, since the moments of the weights maybe expressed in terms of elliptic integrals. Such orthogonal polynomials are of great interest because the corresponding Hankel determinant, depending on a parameter $k^2$, where $0<k^2<…
We extend and generalize the construction of Sturm-Liouville problems for a family of Hamiltonians constrained to fulfill a third-order shape-invariance condition and focusing on the "$-2x/3$" hierarchy of solutions to the fourth Painlevé transcendent. Such a construction has been previously addressed in the literature for some particular cases but we realize it here in the most general case. The corresponding potential in the Hamiltonian operator is a rationally extended oscillator defined in terms of the conventional Okamoto polynomials, from which we identify three different zero-modes cons…
