Asymptotics for Hankel Determinants Associated to a Hermite Weight with a Varying Discontinuity
Mathematical Physics
2018-03-08 v5 Classical Analysis and ODEs
Complex Variables
math.MP
Probability
Abstract
We study Hankel determinants constructed with moments of a Hermite weight with a Fisher-Hartwig singularity on the real line. We consider the case when the singularity is in the bulk and is both of root-type and jump-type. We obtain large asymptotics for these Hankel determinants, and we observe a critical transition when the size of the jumps varies with . These determinants arise in the thinning of the generalised Gaussian unitary ensembles and in the construction of special function solutions of the Painlev\'e IV equation.
Keywords
Cite
@article{arxiv.1708.02519,
title = {Asymptotics for Hankel Determinants Associated to a Hermite Weight with a Varying Discontinuity},
author = {Christophe Charlier and Alfredo Deaño},
journal= {arXiv preprint arXiv:1708.02519},
year = {2018}
}