We study the uniform asymptotics of the polynomials orthogonal with respect to analytic weights with jump discontinuities on the real axis, and the influence of the discontinuities on the asymptotic behavior of the recurrence coefficients. The Riemann–Hilbert approach, also termed the Deift–Zhou steepest descent method, is used to derive the asymptotic results. We take as an example the perturbed Gaussian weight , where θ(x) takes the value of 1 for x < 0, and a nonnegative complex constant ω elsewhere, and as . That is, the jump occurs at the edge of the support of the equilibrium measure. The derivation is carried out in the sense of a double scaling limit, namely, and . A crucial local parametrix at the edge point where the jump occurs is constructed out of a special solution of the Painlevé XXXIV equation. As a main result, we prove asymptotic formulas of the recurrence coefficients in terms of a special Painlevé XXXIV transcendent under the double scaling limit. The special thirty‐fourth Painlevé transcendent is shown free of poles on the real axis. A consistency check is made with the reduced case when ω= 1, namely the Gaussian weight: the polynomials in this case are the classical Hermite polynomials. A comparison is also made of the asymptotic results for the recurrence coefficients between the case when the jump happens at the edge and the case with jump inside the support of the equilibrium measure. The comparison provides a formal asymptotic approximation of the Painlevé XXXIV transcendent at positive infinity.
In this paper, we consider the Hankel determinants associated with the singularly perturbed Laguerre weight w(x) = x α e −x−t/x , x ∈ (0, ∞), t > 0 and α > 0. When the matrix size n → ∞, we obtain an asymptotic formula for the Hankel determinants, valid uniformly for t ∈ (0, d], d > 0 fixed. A particular Painlevé III transcendent is involved in the approximation, as well as in the large-n asymptotics of the leading coefficients and recurrence coefficients for the corresponding perturbed Laguerre polynomials. The derivation is based on the asymptotic results in an earlier paper of the authors, obtained by using the Deift-Zhou nonlinear steepest descent method.
We consider the circular unitary ensemble with a Fisher-Hartwig singularity of both jump type and root type at z = 1. A rescaling of the ensemble at the Fisher-Hartwig singularity leads to the confluent hypergeometric kernel. By studying the asymptotics of the Toeplitz determinants, we show that the probability of there being no eigenvalues in a symmetric arc about the singularity on the unit circle for a random matrix in the ensemble can be explicitly evaluated via an integral of the Hamiltonian of the coupled Painlevé V system in dimension four. This leads to a Painlevé-type representation of the confluent hypergeometric-kernel determinant. Moreover, the large gap asymptotics, including the constant terms, are derived by evaluating the total integral of the Hamiltonian. In particular, we reproduce the large gap asymptotics of the confluent hypergeometric-kernel determinant and the sine-kernel determinant, including the constant term conjectured earlier by Dyson.
We consider the Gaussian unitary ensemble perturbed by a Fisher–Hartwig singularity simultaneously of both root type and jump type. In the critical regime where the singularity approaches the soft edge, namely, the edge of the support of the equilibrium measure for the Gaussian weight, the asymptotics of the Hankel determinant and the recurrence coefficients, for the orthogonal polynomials associated with the perturbed Gaussian weight, are obtained and expressed in terms of a family of smooth solutions to the Painlevé XXXIV equation and the σ‐form of the Painlevé II equation. In addition, we further obtain the double scaling limit of the distribution of the largest eigenvalue in a thinning procedure of the conditioning Gaussian unitary ensemble, and the double scaling limit of the correlation kernel for the critical perturbed Gaussian unitary ensemble. The asymptotic properties of the Painlevé XXXIV functions and the σ‐form of the Painlevé II equation are also studied.
There are now several ways to derive an asymptotic expansion for [Formula: see text], as n → ∞, which holds uniformly for [Formula: see text]. One of these starts with a contour integral, involves a transformation which takes this integral into a canonical form, and makes repeated use of an integration-by-parts technique. There are two advantages to this approach: (i) it provides a recursive formula for calculating the coefficients in the expansion, and (ii) it leads to an explicit expression for the error term. In this paper, we point out that the estimate for the error term given previously is not sufficient for the expansion to be regarded as genuinely uniform for θ near the origin, when one takes into account the behavior of the coefficients near θ = 0. Our purpose here is to use an alternative method to estimate the remainder. First, we show that the coefficients in the expansion are bounded for [Formula: see text]. Next, we give an estimate for the error term which is of the same order as the first neglected term.
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