Gaussian unitary ensemble with jump discontinuities and the coupled Painlevé II and IV systems
نویسندگان
چکیده
We study the orthogonal polynomials and Hankel determinants associated with Gaussian weight two jump discontinuities. When degree n is finite, are shown to be connected coupled Painlevé IV system. Using this connection, we obtain a sequence of special function solutions In double scaling limit as discontinuities tend edge spectrum grows infinity, establish asymptotic expansions for polynomials, which expressed in terms II As applications, re-derive recently found Tracy–Widom type expressions gap probability there being no eigenvalues finite interval near extreme eigenvalue large Hermitian matrix from unitary ensemble (GUE) limiting conditional distribution largest GUE by considering thinned process.
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ژورنال
عنوان ژورنال: Nonlinearity
سال: 2021
ISSN: ['0951-7715', '1361-6544']
DOI: https://doi.org/10.1088/1361-6544/abc598