Related papers: Differential equations for deformed Laguerre polyn…
In this paper, we consider the perturbed Laguerre unitary ensemble described by the weight function of $$w(x,t)=(x+t)^{\lambda}x^{\alpha}e^{-x}$$ with $ x\geq 0,\ t>0,\ \alpha>0,\ \alpha+\lambda+1 > 0.$ The Deift-Zhou nonlinear steepest…
The Painleve test is very useful to construct not only the Laurent series solutions of systems of nonlinear ordinary differential equations but also the elliptic and trigonometric ones. The standard methods for constructing the elliptic…
We consider the singular linear statistic of the Laguerre unitary ensemble consisting of the sum of the reciprocal of the eigenvalues. It is observed that the exponential generating function for this statistic can be written as a Toeplitz…
In this paper we study the gap probability problem in the Gaussian Unitary Ensembles of $n$ by $n$ matrices : The probability that the interval $J := (-a,a)$ is free of eigenvalues. In the works of Tracy and Widom, Adler and Van Moerbeke…
We study the degenerate Garnier system which generalizes the fifth Painlev\'{e} equation. We present two classes of particular solutions, classical transcendental and algebraic ones. Their coalescence structure is also investigated.
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 Painlev\'e equations using the geometric framework of the Okamoto Space of…
Tempered fractional derivatives originated from the tempered fractional diffusion equations (TFDEs) modeled on the whole space R (see [23]). For numerically solving TFDEs, two kinds of generalized Laguerre functions were defined and some…
We define a new matrix-valued stochastic process with independent stationary increments from the Laguerre Unitary Ensemble, which in a certain sense may be considered a matrix generalisation of the gamma process. We show that eigenvalues of…
In a recent study of large non-null sample covariance matrices, a new sequence of functions generalizing the GUE Tracy-Widom distribution of random matrix theory was obtained. This paper derives Painlev\'e formulas of these functions and…
To broaden the range of applicability of variable-order fractional differential models, reliable numerical approaches are needed to solve the model equation. In this paper, we develop Laguerre spectral collocation methods for solving…
We represent and analyze the general solution of the sixth Painleve transcendent in the Picard-Hitchin-Okamoto class in the Painleve form as the logarithmic derivative of the ratio of certain $\tau$-functions. These functions are…
In the enduring, fruitful research on spectral differential equations with polynomial eigenfunctions, Koornwinder's generalized Laguerre polynomials are playing a prominent role. Being orthogonal on the positive half-line with respect to…
The polynomial eigenvalue problem arises in many applications and has received a great deal of attention over the last decade. The use of root-finding methods to solve the polynomial eigenvalue problem dates back to the work of…
The Painleve and weak Painleve conjectures have been used widely to identify new integrable nonlinear dynamical systems. The calculation of the integrals relies though on methods quite independent from Painlev\'e analysis. This paper…
In this paper classical solutions of the degenerate fifth Painlev\'e equation are classified, which include hierarchies of algebraic solutions and solutions expressible in terms of Bessel functions. Solutions of the degenerate fifth…
The finite Laguerre transform is applied to solve Differential Equations Problems of order higher than two and a one-dimensional steady-state Schr\"{o}dinger equation, by using elementary Linear Algebra methods.
We derive expansions of the Hermite and Laguerre kernels at the edge of the spectrum of the finite n Gaussian Unitary Ensemble (GUEn) and the finite n Laguerre Unitary Ensem- ble (LUEn), respectively. Using these large n kernel expansions,…
The structure function of a random matrix ensemble can be specified as the covariance of the linear statistics $\sum_{j=1}^N e^{i k_1 \lambda_j}$, $\sum_{j=1}^N e^{-i k_2 \lambda_j}$ for Hermitian matrices, and the same with the eigenvalues…
This paper is my contribution to the planned publication Recent Perspectives in Random Matrix Theory (Cambridge University Press). Addressed is the problem of computing spacing distributions in the bulk for the three symmetry classes…
We show that the coefficients of the three-term recurrence relation for orthogonal polynomials with respect to a semi-classical extension of the Laguerre weight satisfy the fourth Painlev\'e equation when viewed as functions of one of the…