arXiv · 2006.07596
Gaussian unitary ensemble with two jump discontinuities, PDEs and the coupled Painlev\'{e} II and IV systems
Abstract
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 log derivative of the Hankel determinant by using the ladder operators adapted to orthogonal polynomials, we derive the coupled Painlev\'{e} IV system which was established in [X. Wu and S. Xu, arXiv: 2002.11240v2] by a study of the Riemann-Hilbert problem for orthogonal polynomials. Under double scaling, we show that, as $n\rightarrow\infty$, the log derivative of the Hankel determinant in the scaled variables tends to the Hamiltonian of a coupled Painlev\'{e} II system and it satisfies a second order PDE. In addition, we obtain the asymptotics for the recurrence coefficients of orthogonal polynomials, which are connected with the solutions of the coupled Painlev\'{e} II system.
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Shulin Lyu, Yang Chen. 2020-06-13. Gaussian unitary ensemble with two jump discontinuities, PDEs and the coupled Painlev\'{e} II and IV systems. https://arxiv.org/abs/2006.07596
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