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Related papers: Recursion Relation for Toeplitz Determinants and t…

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The Toeplitz determinants (of increasing size) associated with the symbols $exp{t(z+z^{-1})}$ or $(1-{\xi}{z})^{\alpha} (1-{\xi}{z^{-1}})^{\beta}$ satisfy recursion relations, thus expressing all the Toeplitz determinants as a rational…

Mathematical Physics · Physics 2007-05-23 Mark Adler Pierre van Moerbeke

We consider matrix orthogonal polynomials related to Bessel type matrices of weights that can be defined in terms of a given matrix Pearson equation. From a Riemann-Hilbert problem we derive first and second order differential relations for…

Classical Analysis and ODEs · Mathematics 2025-02-27 Amílcar Branquinho , Ana Foulquié-Moreno , Assil Fradi , Manuel Mañas

We consider Fredholm determinants of matrix convolution operators associated to matrix versions of the $n - $th Airy functions. Using the theory of integrable operators, we relate them to a fully noncommutative Painlev\'e II hierarchy,…

Mathematical Physics · Physics 2021-01-06 Sofia Tarricone

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…

Exactly Solvable and Integrable Systems · Physics 2025-01-17 Chao Min , Liwei Wang

The goal of this article is to prove that the determinantal formulas of the Painlev'e 2 system identify with the correlation functions computed from the topological recursion on their spectral curve for an arbitrary non-zero monodromy…

Mathematical Physics · Physics 2017-04-11 Kohei Iwaki , Olivier Marchal

We give four examples of families of orthogonal polynomials for which the coefficients in the recurrence relation satisfy a discrete Painlev\'e equation. The first example deals with Freud weights $|x|^\rho \exp(-|x|^m)$ on the real line,…

Classical Analysis and ODEs · Mathematics 2013-10-04 Walter Van Assche

We study Fredholm determinants of a class of integral operators, whose kernels can be expressed as double contour integrals of a special type. Such Fredholm determinants appear in various random matrix and statistical physics models. We…

Mathematical Physics · Physics 2020-10-29 Mattia Cafasso , Tom Claeys , Manuela Girotti

We consider matrix orthogonal polynomials related to Jacobi type matrices of weights that can be defined in terms of a given matrix Pearson equation. Stating a Riemann-Hilbert problem we can derive first and second order differential…

Classical Analysis and ODEs · Mathematics 2022-10-03 Amílcar Branquinho , Ana Foulquié-Moreno , Assil Fradi , Manuel Mañas

We study double integral representations of Christoffel-Darboux kernels associated with two examples of Hermite-type matrix orthogonal polynomials. We show that the Fredholm determinants connected with these kernels are related through the…

Mathematical Physics · Physics 2014-04-23 Mattia Cafasso , Manuel D. de la Iglesia

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…

Mathematical Physics · Physics 2024-02-20 Yu Chen , Shuai-Xia Xu , Yu-Qiu Zhao

The study of sequences of polynomials satisfying high order recurrence relations is connected with the asymptotic behavior of multiple orthogonal polynomials, the convergence properties of type II Hermite-Pad\'e approximation, and…

Complex Variables · Mathematics 2016-08-06 D. Barrios Rolanía , J. S. Geronimo , G. López Lagomasino

The rational solutions of the Painlev\'e-II equation appear in several applications and are known to have many remarkable algebraic and analytic properties. They also have several different representations, useful in different ways for…

Exactly Solvable and Integrable Systems · Physics 2017-08-17 Peter D. Miller , Yue Sheng

We review some aspects of recent work concerning double scaling limits of singularly perturbed hermitian random matrix models and their connection to Painlev\'{e} equations. We present new results showing how a Painlev\'{e} III hierarchy…

Mathematical Physics · Physics 2015-10-28 Max R. Atkin

We study a sequence of polynomials orthogonal with respect to a one parameter family of weights $$ w(x):=w(x,t)=\rex^{-t/x}\:x^{\al}(1-x)^{\bt},\quad t\geq 0, $$ defined for $x\in[0,1].$ If $t=0,$ this reduces to a shifted Jacobi weight.…

Classical Analysis and ODEs · Mathematics 2010-08-03 Yang Chen , Dan Dai

We compute asymptotics for Hankel determinants and orthogonal polynomials with respect to a discontinuous Gaussian weight, in a critical regime where the discontinuity is close to the edge of the associated equilibrium measure support.…

Mathematical Physics · Physics 2016-09-06 Alexander Bogatskiy , Tom Claeys , Alexander Its

We review the asymptotic behavior of a class of Toeplitz (as well as related Hankel and Toeplitz + Hankel) determinants which arise in integrable models and other contexts. We discuss Szego, Fisher-Hartwig asymptotics, and how a transition…

Mathematical Physics · Physics 2011-10-19 I. Krasovsky

Starting from a $d\times d$ rational Lax pair system of the form $\hbar \partial_x \Psi= L\Psi$ and $\hbar \partial_t \Psi=R\Psi$ we prove that, under certain assumptions (genus $0$ spectral curve and additional conditions on $R$ and $L$),…

Mathematical Physics · Physics 2018-03-28 Raphaël Belliard , Bertrand Eynard , Olivier Marchal

In this paper the authors show how to use Riemann-Hilbert techniques to prove various results, some old, some new, in the theory of Toeplitz operators and orthogonal polynomials on the unit circle (OPUC's). There are four main results: the…

Functional Analysis · Mathematics 2007-05-23 Percy Deift , Jorgen Ostensson

We study a class of rotation invariant determinantal ensembles in the complex plane; examples include the eigenvalues of Gaussian random matrices and the roots of certain families of random polynomials. The main result is a criteria for a…

Probability · Mathematics 2011-02-15 Torsten Ehrhardt , Brian Rider

The Yablonskii-Vorob'ev polynomials $y_{n}(t)$, which are defined by a second order bilinear differential-difference equation, provide rational solutions of the Toda lattice. They are also polynomial tau-functions for the rational solutions…

Exactly Solvable and Integrable Systems · Physics 2009-11-13 Alan K. Common , Andrew N. W. Hone
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