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The distribution function for the first eigenvalue spacing in the Laguerre unitary ensemble of finite size may be expressed in terms of a solution of the fifth Painleve transcendent. The generating function of a certain discontinuous linear…

经典分析与常微分方程 · 数学 2009-02-25 Peter J. Forrester , Christopher M. Ormerod

The scaled distribution of the smallest eigenvalue in the Laguerre orthogonal and symplectic ensembles is evaluated in terms of a Painlev\'e V transcendent. This same Painlev\'e V transcendent is known from the work of Tracy and Widom,…

可精确求解与可积系统 · 物理学 2007-05-23 P. J. Forrester

We study the Hankel determinant generated by the Laguerre weight with jump discontinuities at $t_k, k=1,\cdots,m$. By employing the ladder operator approach to establish Riccati equations, we show that $\sigma_n(t_1,\cdots,t_m)$, the…

可精确求解与可积系统 · 物理学 2023-05-17 Shulin Lyu , Yang Chen , Shuai-Xia Xu

In this paper, we study the Hankel determinant associated with the degenerate Laguerre unitary ensemble. This problem originates from the largest or smallest eigenvalue distribution of the degenerate Laguerre unitary ensemble. We derive the…

数学物理 · 物理学 2020-04-23 Chao Min , Yang Chen

In this paper we study a certain recurrence relation, that can be used to generate ladder operators for the Laguerre Unitary ensemble, from the point of view of Sakai's geometric theory of Painlev\'e equations. On one hand, this gives us…

可精确求解与可积系统 · 物理学 2020-08-20 Yang Chen , Anton Dzhamay , Jie Hu

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…

经典分析与常微分方程 · 数学 2009-02-04 Yang Chen , Alexander Its

We study the Hankel determinant generated by the Gaussian weight with jump discontinuities at $t_1,\cdots,t_m$. By making use of a pair of ladder operators satisfied by the associated monic orthogonal polynomials and three supplementary…

数学物理 · 物理学 2024-10-31 Yang Chen , Shulin Lyu

The distribution function for the first eigenvalue spacing in the Laguerre unitary ensemble of finite rank random matrices is found in terms of a Painlev\'e V system, and the solution of its associated linear isomonodromic system. In…

经典分析与常微分方程 · 数学 2007-07-12 Peter J. Forrester , Nicholas S. Witte

We consider the discontinuous semi-classical Laguerre weight function with a jump $w(x;t,s)=\mathrm{e}^{-x^2+tx}(A+B\theta(x-s))$, where $x\in\mathbf{R}$, $t,s\ge0$, $A\ge0$, $A+B\ge0$, where $\theta(x)$ is 1 for $x > 0$ and 0 otherwise.…

经典分析与常微分方程 · 数学 2026-01-26 Mengkun Zhu , Jianduo Yu

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…

数学物理 · 物理学 2024-10-23 Shengjie Zhang , Shulin Lyu

In this paper, we focus on the relationship between the fifth Painlev\'{e} equation and a Jacobi weight perturbed with random singularities, \begin{equation*} w(z)=\left(1-z^2\right)^{\alpha}{\rm…

数学物理 · 物理学 2021-03-16 Mengkun Zhu , Chuanzhong Li , Yang Chen

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…

数学物理 · 物理学 2017-11-15 Min Chen , Yang Chen , Engui Fan

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…

数学物理 · 物理学 2020-06-16 Shulin Lyu , Yang Chen

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…

经典分析与常微分方程 · 数学 2023-08-21 Chao Min , Yuan Cheng , Yang Chen

In this paper we present a brief description of a ladder operator formalism applied to orthogonal polynomials with discontinuous weights. The two coefficient functions, A_n(z) and B_n(z), appearing in the ladder operators satisfy the two…

数学物理 · 物理学 2007-05-23 Yang Chen , Gunnar Pruessner

In this paper discrete equations are derived from B\"{a}cklund transformations of the fifth Painlev\'{e} equation, including a new discrete equation which has ternary symmetry. There are two classes of rational solutions of the fifth…

可精确求解与可积系统 · 物理学 2026-05-26 Peter A. Clarkson , Clare Dunning , Ben Mitchell

In a recent work difference equations (Laguerre-Freud equations) for the bi-orthogonal polynomials and related quantities corresponding to the weight on the unit circle $ w(z)=\prod^m_{j=1}(z-z_j(t))^{\rho_j} $ were derived.Here it is shown…

数学物理 · 物理学 2009-11-10 P. J. Forrester , N. S. Witte

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.…

经典分析与常微分方程 · 数学 2010-08-03 Yang Chen , Dan Dai

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…

经典分析与常微分方程 · 数学 2013-10-04 Galina Filipuk , Walter Van Assche , Lun Zhang

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…

概率论 · 数学 2007-06-13 Jinho Baik
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