Related papers: Differential equations for deformed Laguerre polyn…
In this paper we propose a geometric approach to study Painlev\'e equations appearing as constrained systems of three first-order ordinary differential equations. We illustrate this approach on a system of three first-order differential…
In this paper, we study a certain linear statistics of the unitary Laguerre ensembles, motivated in part by an integrable quantum field theory at finite temperature. It transpires that this is equivalent to the characterization of a…
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…
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…
Okamoto has obtained a sequence of $\tau$-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…
In this paper, we study Hankel determinants generated from a perturbed Laguerre weight function, Under the double scaling scheme, we give the uniform asymptotic approximations of Hankel determinants in terms of a solution of a third-order…
The six Painlev\'e transcendants which originally appeared in the studies of ordinary differential equations have been found numerous applications in physical problems. The well-known examples among which include symmetry reduction of the…
We study the Hankel determinant generated by the moments of the deformed Laguerre weight function $x^{\alpha}{\rm{e}}^{-x}\prod\limits_{k=1}^{N}(x+t_k)^{\lambda_k}$, where $x\in \left[0,+\infty \right)$, $\alpha,t_k >0,…
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…
The Painleve test is very useful to construct not only the Laurent-series solutions but also the elliptic and trigonometric ones. Such single-valued functions are solutions of some polynomial first order differential equations. To find the…
The density function for the joint distribution of the first and second eigenvalues at the soft edge of unitary ensembles is found in terms of a Painlev\'e II transcendent and its associated isomonodromic system. As a corollary, the density…
We present a Lax pair for the sixth Painlev\'e equation arising as a continuous isomonodromic deformation of a system of linear difference equations with an additional symmetry structure. We call this a symmetric difference-differential Lax…
We study some properties of tau-functions of an isomonodromic deformation leading to the fifth Painlev\'e equation. In particular, here is given an elementary proof of Miwa's formula for the logarithmic differential of a tau-function.
With $<\cdot>$ denoting an average with respect to the eigenvalue PDF for the Laguerre unitary ensemble, the object of our study is $ \tilde{E}_N(I;a,\mu) := < \prod_{l=1}^N \chi_{(0,\infty)\backslash I}^{(l)} (\lambda - \lambda_l)^\mu>$…
We are concerned with the monic orthogonal polynomials with respect to a singularly perturbed Laguerre-type weight. By using the ladder operator approach, we derive a complicated system of nonlinear second-order difference equations…
We consider the Hankel determinant generated by the moments of the even weight function ${\rm e}^{-x^2}(A+B\theta(x^2-a^2)), x\in(-\infty,+\infty), a>0, A\ge0, A+B\ge0$. It is intimately related to the gap probability of the Gaussian…
We study the probability distribution of the ratio between the second smallest and smallest eigenvalue in the $n\times n$ Laguerre Unitary Ensemble. The probability that this ratio is greater than $r>1$ is expressed in terms of an $n \times…
The $\tau$-function theory of Painlev\'e 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 Painlev\'e equations. The…
In this paper the Riemann-Hilbert problem, with jump supported on a appropriate curve on the complex plane with a finite endpoint at the origin, is used for the study of corresponding matrix biorthogonal polynomials associated with Laguerre…
Link between the Painleve property and the first integrals of nonlinear ordinary differential equations in polynomial form is discussed. The form of the first integrals of the nonlinear differential equations is shown to determine by the…