Perturbed Hankel determinant, correlation functions and Painlevé equations

Abstract

We continue with the study of the Hankel determinant, $$ D_{n}(t,α,β):=\det\left(\int_{0}^{1}x^{j+k}w(x;t,α,β)dx\right)_{j,k=0}^{n-1}, $$ generated by a Pollaczek-Jacobi type weight, $$ w(x;t,α,β):=x^α(1-x)^β{\rm e}^{-t/x}, \quad x\in [0,1], \quad α>0, \quad β>0, \quad t\geq 0. $$ This reduces to the "pure" Jacobi weight at $t=0.$ We may take $α\in \mathbb{R}$, in the situation while $t$ is strictly greater than $0.$ It was shown in Chen and Dai (2010), that the logarithmic derivative of this Hankel determinant satisfies a Jimbo-Miwa-Okamoto $σ$-form of Painlevé \uppercase\expandafter{\romannumeral5} (${\rm P_{\uppercase\expandafter{\romannumeral5}}}$). In fact the logarithmic of the Hankel determinant has an integral representation in terms of a particular ${\rm P_{\uppercase\expandafter{\romannumeral5}}}.$ \\ In this paper, we show that, under a double scaling, where $n$ the dimension of the Hankel matrix tends to $\infty$, and $t$ tends to $0^{+},$ such that $s:=2n^2t$ is finite, the double scaled Hankel determinant (effectively an operator determinant) has an integral representation in terms of a particular ${\rm P_{\uppercase\expandafter{\romannumeral3}'}}.$ Expansions of the scaled Hankel determinant for small and large $s$ are found. A further double scaling with $α=-2n+λ,$ where $n\rightarrow \infty$ and $t,$ tends to $0^{+},$ such that $s:=nt$ is finite. In this situation the scaled Hankel determinant has an integral representation in terms of a particular ${\rm P_{\uppercase\expandafter{\romannumeral5}}},$ %which can be degenerate to a particular ${\rm P_{\uppercase\expandafter{\romannumeral3}}}$ and its small and large $s$ asymptotic expansions are also found.