Related papers: Differential equations for deformed Laguerre polyn…
We derive Painlev\'e--type expressions for the distribution of the $m^{th}$ largest eigenvalue in the Gaussian Orthogonal and Symplectic Ensembles in the edge scaling limit. This work generalizes to general $m$ the $m=1$ results of Tracy…
We show that the Painleve equations P3-P5 can be derived (in a unified way) from a periodic sequence of Darboux transformations for a Schrodinger problem with quadratic eigenvalue dependency. The general problem naturally divides into three…
It is well known that isomonodromic deformations admit a Hamiltonian description. These Hamiltonians appear as coefficients of the characteristic equations of their Lax matrices, which define spectral curves for linear systems of…
We study the local statistics of orthogonal polynomial ensembles near a hard edge, subject to a multiplicative deformation of the measure. Probabilistically, this deformation corresponds to a position-dependent conditional thinning of the…
In the first part we analyze space $\mathcal G^*(\mathbb R^{n}_+)$ and its dual through Laguerre expansions when these spaces correspond to a general sequence $\{M_p\}_{p\in\mathbb N_0}$, where $^*$ is a common notation for the Beurling and…
We consider the symmetric gap probability distributions of certain Freud unitary ensembles. This problem is related to the Hankel determinants generated by the Freud weights supported on the complement of a symmetric interval. By using Chen…
The Sobolev-Laguerre polynomials form an orthogonal polynomial system with respect to a Sobolev-type inner product associated with the Laguerre measure on the positive half-axis and two point masses $M,N > 0$ at the origin involving…
We utilise a recent approach via the so-called re-scaling method to derive a unified and comprehensive theory of the solutions to Painleve's differential equations (I), (II) and (IV), with emphasis on the most elaborate equation (IV).
Some properties that nominally involve the eigenvalues of Gaussian Unitary Ensemble (GUE) can instead be phrased in terms of singular values. By discarding the signs of the eigenvalues, we gain access to a surprising decomposition: the…
Painleve transcendents are usually considered as complex functions of a complex variable, but in applications it is often the real cases that are of interest. Under a reasonable assumption (concerning the behavior of a dynamical system…
This paper concerns the discrete version of the Painlev\'e identification problem, i.e., how to recognize a certain recurrence relation as a discrete Painlev\'e equation. Often some clues can be seen from the setting of the problem, e.g.,…
We review properties of confluent functions and the closely related Laguerre polynomials, and determine their bilinear integrals. As is well-known, these integrals are convergent only for a limited range of parameters. However, when one…
Our work studies sequences of orthogonal polynomials $ \{P_{n}(x)\}_{n=0}^{\infty} $ of the Laguerre-Hahn class, whose Stieltjes functions satisfy a Riccati type differential equation with polynomial coefficients, are subject to a…
A spectral average which generalises the local spacing distribution of the eigenvalues of random $ N\times N $ hermitian matrices in the bulk of their spectrum as $ N\to\infty $ is known to be a $\tau$-function of the fifth Painlev\'e…
We show the relation of the non-stationary difference equation proposed by one of the authors and the quantized discrete Painlev\'e VI equation. The five-dimensional Seiberg-Witten curve associated with the difference equation has a…
In this paper we study, $\textsf{Prob}(n,a,b),$ the probability that all the eigenvalues of finite $n$ unitary ensembles lie in the interval $(a,b)$. This is identical to the probability that the largest eigenvalue is less than $b$ and the…
Based on the work of Chen and Its [{\em J. Approx. Theory} {\bf 162} ({2010}) {270--297}], we further study orthogonal polynomials with respect to the singularly perturbed Laguerre weight $w(x;t,\alpha) = {x^\alpha}{\mathrm e^{-…
We derive a system of difference equations satisfied by the three-term recurrence coefficients of some families of discrete orthogonal polynomials.
We present a general scheme to derive higher-order members of the Painleve VI (PVI) hierarchy of ODE's as well as their difference analogues. The derivation is based on a discrete structure that sits on the background of the PVI equation…
A series of problems in different fields such as physics and chemistry are modeled by differential equations. Differential equations are divided into partial differential equations and ordinary differential equations which can be linear or…