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JOURNALS // Symmetry, Integrability and Geometry: Methods and Applications // Archive

SIGMA, 2018 Volume 14, 018, 43 pp. (Mi sigma1317)

This article is cited in 9 papers

Asymptotics for Hankel Determinants Associated to a Hermite Weight with a Varying Discontinuity

Christophe Charliera, Alfredo Deañob

a Department of Mathematics, KTH Royal Institute of Technology, Lindstedtsvägen 25, SE-114 28 Stockholm, Sweden
b School of Mathematics, Statistics and Actuarial Science, University of Kent, Canterbury CT2 7FS, UK

Abstract: We study $n\times n$ Hankel determinants constructed with moments of a Hermite weight with a Fisher–Hartwig singularity on the real line. We consider the case when the singularity is in the bulk and is both of root-type and jump-type. We obtain large $n$ asymptotics for these Hankel determinants, and we observe a critical transition when the size of the jumps varies with $n$. These determinants arise in the thinning of the generalised Gaussian unitary ensembles and in the construction of special function solutions of the Painlevé IV equation.

Keywords: asymptotic analysis; Riemann–Hilbert problems; Hankel determinants; random matrix theory; Painlevé equations.

MSC: 30E15; 35Q15; 15B52; 33E17

Received: November 2, 2017; in final form February 27, 2018; Published online March 7, 2018

Language: English

DOI: 10.3842/SIGMA.2018.018



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