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I. Krasovsky

Publications and source records attributed to I. Krasovsky.

15 recordsLinked to original sources

Toeplitz determinants with merging singularities

We study asymptotic behavior for determinants of $n\times n$ Toeplitz matrices corresponding to symbols with two Fisher-Hartwig singularities at the distance $2t\ge0$ from each other on the unit circle. We obtain large $n$ asymptotics which are uniform for $0<t<t_0$ where $t_0$ is fixed. They describe the transition as $t\to 0$ between the asymptotic regimes of 2 singularities and 1 singularity. The asymptotics involve a particular solution to the Painlev\'e V equation. We obtain small and large argument expansions of this solution. As applications of our results we prove a conjecture of Dyson on the largest occupation number in the ground state of a one-dimensional Bose gas, and a conjecture of Fyodorov and Keating on the second moment of powers of the characteristic polynomials of random matrices.

math-ph

Eigenvalues of Toeplitz matrices in the bulk of the spectrum

The authors analyze the asymptotics of eigenvalues of Toeplitz matrices with certain continuous and discontinuous symbols. In particular, the authors prove a conjecture of Levitin and Shargorodsky on the near-periodicity of Toeplitz eigenvalues.

math.FA

On the asymptotics of a Toeplitz determinant with singularities

We provide an alternative proof of the classical single-term asymptotics for Toeplitz determinants whose symbols possess Fisher-Hartwig singularities. We also relax the smoothness conditions on the regular part of the symbols and obtain an estimate for the error term in the asymptotics. Our proof is based on the Riemann-Hilbert analysis of the related systems of orthogonal polynomials and on differential identities for Toeplitz determinants. The result discussed in this paper is crucial for the proof of the asymptotics in the general case of Fisher-Hartwig singularities and extensions to Hankel and Toeplitz+Hankel determinants in [15].

math.FA

Asymptotics of Toeplitz, Hankel, and Toeplitz+Hankel determinants with Fisher-Hartwig singularities

We study the asymptotics in n for n-dimensional Toeplitz determinants whose symbols possess Fisher-Hartwig singularities on a smooth background. We prove the general non-degenerate asymptotic behavior as conjectured by Basor and Tracy. We also obtain asymptotics of Hankel determinants on a finite interval as well as determinants of Toeplitz+Hankel type. Our analysis is based on a study of the related system of orthogonal polynomials on the unit circle using the Riemann-Hilbert approach.

math.FA

Aspects of Toeplitz determinants

We review the asymptotic behavior of a class of Toeplitz (as well as related Hankel and Toeplitz + Hankel) determinants which arise in integrable models and other contexts. We discuss Szego, Fisher-Hartwig asymptotics, and how a transition between them is related to the Painleve V equation. Certain Toeplitz and Hankel determinants reduce, in certain double-scaling limits, to Fredholm determinants which appear in the theory of group representations, in random matrices, random permutations and partitions. The connection to Toeplitz determinants helps to evaluate the asymptotics of related Fredholm determinants in situations of interest, and we review the corresponding results.

math-ph

Large gap asymptotics for random matrices

We outline an approach recently used to prove formulae for the multiplicative constants in the asymptotics for the sine-kernel and Airy-kernel determinants appearing in random matrix theory and related areas.

math-ph

Emergence of a singularity for Toeplitz determinants and Painleve V

We obtain asymptotic expansions for Toeplitz determinants corresponding to a family of symbols depending on a parameter $t$. For $t$ positive, the symbols are regular so that the determinants obey Szeg\H{o}'s strong limit theorem. If $t=0$, the symbol possesses a Fisher-Hartwig singularity. Letting $t\to 0$ we analyze the emergence of a Fisher-Hartwig singularity and a transition between the two different types of asymptotic behavior for Toeplitz determinants. This transition is described by a special Painlev\'e V transcendent. A particular case of our result complements the classical description of Wu, McCoy, Tracy, and Barouch of the behavior of a 2-spin correlation function for a large distance between spins in the two-dimensional Ising model as the phase transition occurs.

math-ph

Higher order analogues of the Tracy-Widom distribution and the Painleve II hierarchy

We study Fredholm determinants related to a family of kernels which describe the edge eigenvalue behavior in unitary random matrix models with critical edge points. The kernels are natural higher order analogues of the Airy kernel and are built out of functions associated with the Painlevé I hierarchy. The Fredholm determinants related to those kernels are higher order generalizations of the Tracy-Widom distribution. We give an explicit expression for the determinants in terms of a distinguished smooth solution to the Painlevé II hierarchy. In addition we compute large gap asymptotics for the Fredholm determinants.

math-ph

The Widom-Dyson constant for the gap probability in random matrix theory

In this paper we consider an asymptotic question in the theory of the Gaussian Unitary Ensemble of random matrices. In the bulk scaling limit, the probability that there are no eigenvalues in the interval (0,2s) is given by P_s=det(I-K_s), where K_s is the trace-class operator with kernel K_s(x,y)={sin(x-y)}/{π(x-y)} acting on L^2(0,2s). We are interested particularly in the behavior of P_s as s tends to infinity...

math.FA