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In this paper we study the characteristic or generating function of a certain discontinuous linear statistics of the Laguerre unitary ensembles and show that this is a particular fifth Painl\'eve transcendant in the variable $t,$ the…

Mathematical Physics · Physics 2008-11-04 Estelle Basor , Yang Chen

The distribution function for the first eigenvalue spacing in the Laguerre unitary ensemble of finite rank random matrices is found in terms of a Painlev\'e V system, and the solution of its associated linear isomonodromic system. In…

Classical Analysis and ODEs · Mathematics 2007-07-12 Peter J. Forrester , Nicholas S. Witte

The scaled distribution of the smallest eigenvalue in the Laguerre orthogonal and symplectic ensembles is evaluated in terms of a Painlev\'e V transcendent. This same Painlev\'e V transcendent is known from the work of Tracy and Widom,…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 P. J. Forrester

In this paper rational solutions of the fifth Painlev\'e equation are discussed. There are two classes of rational solutions of the fifth Painlev\'e equation, one expressed in terms of the generalised Laguerre polynomials, which are the…

Exactly Solvable and Integrable Systems · Physics 2024-01-15 Peter A. Clarkson , Clare Dunning

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 Painlev\'e equations. On one hand, this gives us…

Exactly Solvable and Integrable Systems · Physics 2020-08-20 Yang Chen , Anton Dzhamay , Jie Hu

In this paper, we study the Hankel determinant associated with the degenerate Laguerre unitary ensemble. This problem originates from the largest or smallest eigenvalue distribution of the degenerate Laguerre unitary ensemble. We derive the…

Mathematical Physics · Physics 2020-04-23 Chao Min , Yang Chen

We study the probability that all eigenvalues of the Laguerre unitary ensemble of n by n matrices are between 0 and t, i.e., the largest eigenvalue distribution. Associated with this probability, in the ladder operator approach for…

Mathematical Physics · Physics 2015-11-04 Shulin Lyu , Yan Chen

We consider those Gaussian Unitary Ensembles where the eigenvalues have prescribed multiplicities, and obtain joint probability density for the eigenvalues. In the simplest case where there is only one multiple eigenvalue t, this leads to…

Mathematical Physics · Physics 2009-11-11 Yang Chen , Misha Feigin

We consider an ensemble which interpolates the Laguerre orthogonal ensemble and the Laguerre symplectic ensemble. This interpolating ensemble was introduced earlier by the author and Rains in connection with a last passage percolation model…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Jinho Baik

Consider the Laguerre polynomials and deform them by the introduction in the measure of an exponential singularity at zero. In [Chen Y., Its A., J. Approx. Theory 162 (2010), 270-297, arXiv:0808.3590] the authors proved that this…

Mathematical Physics · Physics 2018-07-24 Mattia Cafasso , Manuel D. de la Iglesia

We study the Hankel determinant generated by the Laguerre weight with jump discontinuities at $t_k, k=1,\cdots,m$. By employing the ladder operator approach to establish Riccati equations, we show that $\sigma_n(t_1,\cdots,t_m)$, the…

Exactly Solvable and Integrable Systems · Physics 2023-05-17 Shulin Lyu , Yang Chen , Shuai-Xia Xu

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))^{\rho_j} $ were derived.Here it is shown…

Mathematical Physics · Physics 2009-11-10 P. J. Forrester , N. S. Witte

In a previous work a random matrix average for the Laguerre unitary ensemble, generalising the generating function for the probability that an interval $ (0,s) $ at the hard edge contains $ k $ eigenvalues, was evaluated in terms of a…

Classical Analysis and ODEs · Mathematics 2009-11-11 P. J. Forrester , N. S. Witte

The Gaussian and Laguerre orthogonal ensembles are fundamental to random matrix theory, and the marginal eigenvalue distributions are basic observable quantities. Notwithstanding a long history, a formulation providing high precision…

Mathematical Physics · Physics 2024-11-26 Peter J. Forrester , Santosh Kumar , Bo-Jian Shen

We study, in this paper, a one parameter deformation of the $q-$Laguerre weight function. An investigation is made on the polynomials orthogonal with respect to such a weight. With the aid of the two compatibility conditions previously…

Classical Analysis and ODEs · Mathematics 2014-04-14 Y. Chen , J. Griffin

In an earlier article, we presented a method to obtain integrals of motion and polynomial algebras for a class of two-dimensional superintegrable systems from creation and annihilation operators. We discuss the general case and present its…

Mathematical Physics · Physics 2010-04-27 Ian Marquette

In this paper discrete equations are derived from B\"{a}cklund transformations of the fifth Painlev\'{e} equation, including a new discrete equation which has ternary symmetry. There are two classes of rational solutions of the fifth…

Exactly Solvable and Integrable Systems · Physics 2026-05-26 Peter A. Clarkson , Clare Dunning , Ben Mitchell

We will study special solutions of the fourth, fifth and sixth Painlev\'e equations with generic values of parameters whose linear monodromy can be calculated explicitly. We will show the relation between Umemura's classical solutions and…

Classical Analysis and ODEs · Mathematics 2007-05-23 Kazuo Kaneko

A new integrable nonautonomous nonlinear ordinary difference equation is presented which can be considered to be a discrete analogue of the Painleve V equation. Its derivation is based on the similarity reduction on the two-dimensional…

solv-int · Physics 2007-05-23 F. W. Nijhoff , A. Ramani , B. Grammaticos , Y. Ohta

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…

Mathematical Physics · Physics 2007-05-23 P. J. Forrester , N. S. Witte
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