Related papers: Painlev\'e V and time dependent Jacobi polynomials

Let $(p_n)_n$ be a sequence of orthogonal polynomials with respect to the measure $\mu$. Let $T$ be a linear operator acting in the linear space of polynomials $\PP$ and satisfying that $\dgr(T(p))=\dgr(p)-1$, for all polynomial $p$. We…

We show that the fourth order nonlinear ODE which controls the pole dynamics in the general solution of equation $P_I^2$ compatible with the KdV equation exhibits two remarkable properties: 1) it governs the isomonodromy deformations of a…

We prove existence, regularity in H\"older classes and estimates from above and below of the fundamental solution of the stochastic Langevin equation. This degenerate SPDE satisfies the weak H\"ormander condition. We use a Wentzell's…

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.

In this work, we propose a new approach called ``stationary reduction method based on nonisospectral deformation of orthogonal polynomials" for deriving discrete Painlev\'{e}-type (d-P-type) equations. We apply this approach to…

We develop an approach that resolves a {\it polynomial basis problem} for a class of models with discrete endogenous covariate, and for a class of econometric models considered in the work of Newey and Powell (2003), where the endogenous…

In the paper, we consider the extended Gross-Witten-Wadia unitary matrix model by introducing a logarithmic term in the potential. The partition function of the model can be expressed equivalently in terms of the Toeplitz determinant with…

The Painleve-Calogero correspondence is extended to auxiliary linear problems associated with Painleve equations. The linear problems are represented in a new form which has a suggestive interpretation as a "quantized" version of the…

This is a review of recent developments in the theory of beta ensembles of random matrices and their relations with conformal filed theory (CFT). There are (almost) no new results here. This article can serve as a guide on appearances and…

Jacobi polynomials are mapped onto the continuous Hahn polynomials by the Fourier transform and the orthogonality relations for the continuous Hahn polynomials then follow from the orthogonality relations for the Jacobi polynomials and the…

Given an orthogonal polynomial sequence on the real line, another sequence of polynomials can be found by composing these polynomials with a general M\"obius transformation. In this work, we study the properties of such M\"obius-transformed…

We consider the Hankel determinant generated by the Gaussian weight with two jump discontinuities. Utilizing the results of [C. Min and Y. Chen, Math. Meth. Appl. Sci. {\bf 42} (2019), 301--321] where a second order PDE was deduced for the…

This is the third article in our series of articles exploring connections between dynamical systems of St\"ackel-type and of Painlev\'e-type. In this article we present a method of deforming of minimally quantized quasi-St\"ackel…

A family of random variables $\mathbf{X}(s)$, depending on a real parameter $s>-\frac{1}{2}$, appears in the asymptotics of the joint moments of characteristic polynomials of random unitary matrices and their derivatives, in the ergodic…

We investigate several families of multiple orthogonal polynomials associated with weights for which the moment generating functions are hypergeometric series with slightly varying parameters. The weights are supported on the unit interval,…

We prove a Fredholm determinant and short-distance series representation of the Painlev\'e V tau function $\tau(t)$ associated to generic monodromy data. Using a relation of $\tau(t)$ to two different types of irregular $c=1$ Virasoro…

The (generalized) WDVV equations for the prepotentials in $2d$ topological and $4,5d$ Seiberg-Witten models are covariant with respect to non-linear transformations, described in terms of solutions of associated linear problem. Both…

We study a delay-differential analogue of the first Painlev\'e equation obtained as a delay periodic reduction of Shabat's dressing chain. We construct formal entire solutions to this equation and introduce a new family of polynomials…

We study orthogonal polynomials with periodically modulated Jacobi parameters in the case when $0$ lies on the soft edge of the spectrum of the corresponding periodic Jacobi matrix. We determine when the orthogonality measure is absolutely…

Multivariate orthogonal polynomials in $D$ real dimensions are considered from the perspective of the Cholesky factorization of a moment matrix. The approach allows for the construction of corresponding multivariate orthogonal polynomials,…