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In the present paper, we study the asymptotics of the Fredholm determinant $D(x,s)$ of the finite-temperature deformation of the sine kernel, which represents the probability that there is no particles on the interval $(-x/\pi,x/\pi)$ in the bulk scaling limit of the finite-temperature fermion system. The variable $s$ in $D(x,s)$ is related to the temperature. The determinant also corresponds to the finite-temperature correlation function of one dimensional Bose gas. We derive the asymptotics of $D(x,s)$ in several different regimes in the $(x,s)$-plane. A third-order phase transition is observed in the asymptotic expansions as both $x$ and $s$ tend to positive infinity at certain related speed. The phase transition is then shown to be described by an integral involving the Hastings-McLeod solution of the second Painlev\'e equation., Comment: 45 pages, 6 figures, corrected typos

In the paper, we consider the extended Gross-Witten-Wadia unitary matrix model by introducing a logarithmic term in the potential. The partition function of the model can be expressed equivalently in terms of the Toeplitz determinant with the $(i,j)$-entry being the modified Bessel functions of order $i-j-\nu$, $\nu\in\mathbb{C}$. When the degree $n$ is finite, we show that the Toeplitz determinant is described by the isomonodromy $\tau$-function of the Painlev\'{e} III equation. As a double scaling limit, %In the double scaling limit as the degree $n\to\infty$, we establish an asymptotic approximation of the logarithmic derivative of the Toeplitz determinant, expressed in terms of the Hastings-McLeod solution of the inhomogeneous Painlev\'{e} II equation with parameter $\nu+\frac{1}{2}$. The asymptotics of the leading coefficient and recurrence coefficient of the associated orthogonal polynomials are also derived. We obtain the results by applying the Deift-Zhou nonlinear steepest descent method to the Riemann-Hilbert problem for orthogonal polynomials on the Hankel loop. The main concern here is the construction of a local parametrix at the critical point $z=-1$, where the $\psi$-function of the Jimbo-Miwa Lax pair for the inhomogeneous Painlev\'{e} II equation is involved., Comment: 41 pages, 14 figures

We consider the determinantal point process with the confluent hypergeometric kernel. This process is a universal point process in random matrix theory and describes the distribution of eigenvalues of large random Hermitian matrices near the Fisher-Hartwig singularity. Applying the Riemann-Hilbert method, we study the generating function of this process on any given number of intervals. It can be expressed as the Fredholm determinant of the confluent hypergeometric kernel with $n$ discontinuities. In this paper, we derive an integral representation for the determinant by using the Hamiltonian of the coupled Painlev\'e V system. By evaluating the total integral of the Hamiltonian, we obtain the asymptotics of the determinant as the $n$ discontinuities tend to infinity up to and including the constant term. Here the constant term is expressed in terms of the Barnes $G$-function., Comment: 36 pages, 5 figures

We study the one-parameter family of Fredholm determinants $\det(I-\rho^2\mathcal{K}_{n,x})$, $\rho\in\mathbb{R}$, where $\mathcal{K}_{n,x}$ stands for the integral operator acting on $L^2(x,+\infty)$ with the higher order Airy kernel. This family of determinants represents a new universal class of distributions which is a higher order analogue of the classical Tracy-Widom distribution. Each of the determinants admits an integral representation in terms of a special real solution to the $n$-th member of the Painlev\'{e} II hierarchy. Using the Riemann-Hilbert approach, we establish asymptotics of the determinants and the associated higher order Painlev\'{e} II transcendents as $x\to -\infty$ for $0<|\rho|<1$ and $|\rho|>1$, respectively. In the case of $0<|\rho|<1$, we are able to calculate the constant term in the asymptotic expansion of the determinants, while for $|\rho|>1$, the relevant asymptotics exhibit singular behaviors. Applications of our results are also discussed, which particularly include asymptotic statistical properties of the counting function for the random point process defined by the higher order Airy kernel., Comment: 39 pages, 7 figures

The Clarkson-McLeod solutions of the fourth Painlev\'e equation behave like $\kappa D_{\alpha-\frac{1}{2}}^2(\sqrt{2}x)$ as $x\rightarrow +\infty$, where $\kappa$ is some real constant and $D_{\alpha-\frac{1}{2}}(x)$ is the parabolic cylinder function. Using the Deift-Zhou nonlinear steepest descent method, we derive the asymptotic behaviors for this class of solutions as $x\to-\infty$. This completes a proof of Clarkson and McLeod's conjecture on the asymptotics of this family of solutions. The total integrals of the Clarkson-McLeod solutions and the asymptotic approximations of the $\sigma$-form of this family of solutions are also derived. Furthermore, we find a determinantal representation of the $\sigma$-form of the Clarkson-McLeod solutions via an integrable operator with the parabolic cylinder kernel., Comment: 52 pages, 11 figures

The hard edge Pearcey process is universal in random matrix theory and many other stochastic models. This paper deals with the gap probability for the thinned/unthinned hard edge Pearcey process over the interval $(0,s)$ by working on the relevant Fredholm determinants. We establish an integral representation of the gap probability via a Hamiltonian related a system of coupled differential equations. Together with some remarkable differential identities for the Hamiltonian, we derive the large gap asymptotics for the thinned case, up to and including the constant term. As an application, we also obtain the asymptotic statistical properties of the counting function for the hard edge Pearcey process., Comment: 62 pages, 7 figures

We consider the Clarkson-McLeod solutions of the fourth Painlev\'e equation. This family of solutions behave like $\kappa D_{\alpha-\frac{1}{2}}^2(\sqrt{2}x)$ as $x\rightarrow +\infty$, where $\kappa $ is an arbitrary real constant and $D_{\alpha-\frac{1}{2}}(x)$ is the parabolic cylinder function. Using the Deift-Zhou nonlinear steepest descent method, we obtain the singular asymptotics of the solutions as $x\to-\infty$ when $\kappa \left( \kappa -\kappa ^*\right )>0$ for some real constant $\kappa ^*$. The connection formulas are also explicitly evaluated. This proves and extends Clarkson and McLeod's conjecture that when the parameter $\kappa >\kappa ^*>0$, the Clarkson-McLeod solutions have infinitely many simple poles on the negative real axis., Comment: 24 pages, 9 figures, 1 table

We study the Hankel determinant generated by the Laguerre weight with jump discontinuities at $t_k, k=1,\cdots,m$. By employing the ladder operator approach to establish Riccati equations, we show that $\sigma_n(t_1,\cdots,t_m)$, the logarithmic derivative of the $n$-dimensional Hankel determinant, satisfies a generalization of the $\sigma$-from of Painlev\'{e} V equation. Through investigating the Riemann-Hilbert problem for the associated orthogonal polynomials and via Lax pair, we express $\sigma_n$ in terms of solutions of a coupled Painlev\'{e} V system. We also build relations between the auxiliary quantities introduced in the above two methods, which provides connections between the Riccati equations and Lax pair. In addition, when each $t_k$ tends to the hard edge of the spectrum and $n$ goes to $\infty$, the scaled $\sigma_n$ is shown to satisfy a generalized Painlev\'{e} III equation.

In this paper, we consider the monodromy and, in particularly, the isomonodromy sets of accessory parameters for the Heun class equations. We show that the Heun class equations can be obtained as limits of the linear systems associated with the Painlev\'{e} equations when the Painlev\'e transcendents go to one of the actual singular points of the linear systems. While the isomonodromy sets of accessory parameters for the Heun class equations are described by the Taylor or Laurent coefficients of the corresponding Painlev\'{e} functions, or the associated tau functions, at the positions of the critical values. As an application of these results, we derive some asymptotic approximations for the isomonodromy sets of accessory parameters in the Heun class equations, including the confluent Heun equation, the doubly-confluent Heun equation and the reduced biconfluent Heun equation., Comment: 42 pages

In this paper, we are concerned with the deformed Pearcey determinant $\det\left(I-\gamma K^{\mathrm{Pe}}_{s,\rho}\right)$, where $0 \leq \gamma<1$ and $K^{\mathrm{Pe}}_{s,\rho}$ stands for the trace class operator acting on $L^2\left(-s, s\right)$ with the classical Pearcey kernel arising from random matrix theory. This determinant corresponds to the gap probability for the Pearcey process after thinning, which means each particle in the Pearcey process is removed independently with probability $1-\gamma$. We establish an integral representation of the deformed Pearcey determinant involving the Hamiltonian associated with a family of special solutions to a system of nonlinear differential equations. Together with some remarkable differential identities for the Hamiltonian, this allows us to obtain the large gap asymptotics, including the exact calculation of the constant term, which complements our previous work on the undeformed case (i.e., $\gamma=1$). It comes out that the deformed Pearcey determinant exhibits a significantly different asymptotic behavior from the undeformed case, which suggests a transition will occur as the parameter $\gamma$ varies. As an application of our results, we obtain the asymptotics for the expectation and variance of the counting function for the Pearcey process, and a central limit theorem as well., Comment: 56 pages, 7 figures, typos corrected, references added

We study the orthogonal polynomials and the Hankel determinants associated with Gaussian weight with two jump discontinuities. When the degree $n$ is finite, the orthogonal polynomials and the Hankel determinants are shown to be connected to the coupled Painlev\'e IV system. In the double scaling limit as the jump discontinuities tend to the edge of the spectrum and the degree $n$ grows to infinity, we establish the asymptotic expansions for the Hankel determinants and the orthogonal polynomials, which are expressed in terms of solutions of the coupled Painlev\'{e} II system. As applications, we re-derive the recently found Tracy-Widom type expressions for the gap probability of there being no eigenvalues in a finite interval near the the extreme eigenvalue of large Gaussian unitary ensemble and the limiting conditional distribution of the largest eigenvalue in Gaussian unitary ensemble by considering a thinned process., Comment: 34 pages, 2 figures

The Pearcey kernel is a classical and universal kernel arising from random matrix theory, which describes the local statistics of eigenvalues when the limiting mean eigenvalue density exhibits a cusp-like singularity. It appears in a variety of statistical physics models beyond matrix models as well. We consider the Fredholm determinant of a trace class operator acting on $L^2\left(-s, s\right)$ with the Pearcey kernel. Based on a steepest descent analysis for a $3\times 3$ matrix-valued Riemann-Hilbert problem, we obtain asymptotics of the Fredholm determinant as $s\to +\infty$, which is also interpreted as large gap asymptotics in the context of random matrix theory., Comment: 40 pages, 8 figures, reference updated

We consider the singular linear statistic of the Laguerre unitary ensemble consisting of the sum of the reciprocal of the eigenvalues. It is observed that the exponential generating function for this statistic can be written as a Toeplitz determinant with entries given in terms of particular $K$ Bessel functions. Earlier studies have identified the same determinant, but with the $K$ Bessel functions replaced by $I$ Bessel functions, as relating to the hard edge scaling limit of a generalized gap probability for the Laguerre unitary ensemble, in the case of non-negative integer Laguerre parameter. We show that the Toeplitz determinant formed from an arbitrary linear combination of these two Bessel functions occurs as a $\tau$-function sequence in Okamoto's Hamiltonian formulation of Painlev\'e III$'$, and consequently the logarithmic derivative of both Toeplitz determinants satisfies the same $\sigma$-form Painlev\'e III$'$ differential equation, giving an explanation of a fact which can be observed from earlier results. In addition, some insights into the relationship between this characterization of the generating function, and its characterization in the $n \to \infty$ limit, both with the Laguerre parameter $\alpha$ fixed, and with $\alpha = n$ (this latter circumstance being relevant to an application to the distribution of the Wigner time delay statistic), are given., Comment: 17 pages, typo corrected

We consider a family of tronqu\'{e}e solutions of the Painelv\'{e} II equation \begin{equation*} q''(s)=2q(s)^3+sq(s)-(2\alpha+\frac12), \qquad \alpha > -\frac12, \end{equation*} which is characterized by the Stokes multipliers $$s_1=-e^{-2\alpha \pi i },\quad s_2=\omega, \quad s_3=-e^{2 \alpha \pi i} $$ with $\omega$ being a free parameter. These solutions include the well-known generalized Hastings-McLeod solution as a special case if $\omega=0$. We derive asymptotics of integrals of the tronqu\'{e}e solutions and the associated Hamiltonians over the real axis for $\alpha > -1/2$ and $\omega \geq 0$, with the constant terms evaluated explicitly. Our results agree with those already known in the literature if the parameters $\alpha$ and $\omega$ are chosen to be special values. Some applications of our results in random matrix theory are also discussed., Comment: 41 pages, 6 figures, references updated

We consider the circular unitary ensemble with a Fisher-Hartwig singularity of both jump type and root type at $z=1$. A rescaling of the ensemble at the Fisher-Hartwig singularity leads to the confluent hypergeometric kernel. By studying the asymptotics of the Toeplitz determinants, we show that the probability of there being no eigenvalues in a symmetric arc about the singularity on the unit circle for a random matrix in the ensemble can be explicitly evaluated via an integral of the Hamiltonian of the coupled Painlev\'{e} V system in dimension four. This leads to a Painlev\'e-type representation of the confluent hypergeometric-kernel determinant. Moreover, the large gap asymptotics, including the constant terms, are derived by evaluating the total integral of the Hamiltonian. In particular, we reproduce the large gap asymptotics of the confluent hypergeometric-kernel determinant obtained by Deift, Krasovsky and Vasilevska, and the sine-kernel determinant as a special case, including the constant term conjectured earlier by Dyson., Comment: 52 pages, 6 figures, misprints corrected

In this paper, we study the singularly perturbed Gaussian unitary ensembles defined by the measure \begin{equation*} \frac{1}{C_n} e^{- n\textrm{tr}\, V(M;\lambda,\vec{t}\;)}dM, \end{equation*} over the space of $n \times n$ Hermitian matrices $M$, where $V(x;\lambda,\vec{t}\;):= 2x^2 + \sum_{k=1}^{2m}t_k(x-\lambda)^{-k}$ with $\vec{t}= (t_1, t_2, \ldots, t_{2m})\in \mathbb{R}^{2m-1} \times (0,\infty)$, in the multiple scaling limit where $\lambda\to 1$ together with $\vec{t} \to \vec{0}$ as $n\to \infty$ at appropriate related rates. We obtain the asymptotics of the partition function, which is described explicitly in terms of an integral involving a smooth solution to a new coupled Painlev\'e system generalizing the Painlev\'e XXXIV equation. The large $n$ limit of the correlation kernel is also derived, which leads to a new universal class built out of the $\Psi$-function associated with the coupled Painlev\'e system., Comment: 51 pages, 7 figures

We study the Fredholm determinant of an integrable operator acting on the interval $(0,s)$ whose kernel is constructed out of a hierarchy of higher order analogues to the Painlev\'{e} III equation. This Fredholm determinant describes the critical behavior of the eigenvalue gap probability at the hard edge of unitary invariant random matrix ensembles perturbed by poles of order $k$ in the double scaling regime. Using the Riemann-Hilbert method, we obtain the large $s$ asymptotics of the Fredholm determinant. Moreover, we derive a Painlev\'e type formula of the Fredholm determinant, which is expressed in terms of an explicit integral involving a solution to the coupled Painlev\'e III system., Comment: 49 pages, 4 figures. Appendix and several references added. Some minor modifications are also made in this version

We study Fredholm determinants of the Painlev\'e II and Painlev\'e XXXIV kernels. In certain critical unitary random matrix ensembles, these determinants describe special gap probabilities of eigenvalues. We obtain Tracy-Widom formulas for the Fredholm determinants, which are explicitly given in terms of integrals involving a family of distinguished solutions to the coupled Painlev\'e II system in dimension four. Moreover, the large gap asymptotics for these Fredholm determinants are derived, where the constant terms are given explicitly in terms of the Riemann zeta-function., Comment: 57 pages, 12 figures, references updated. The constant terms in the large gap asymptotics are evaluated explicitly in this version

We consider the Gaussian unitary ensemble perturbed by a Fisher-Hartwig singularity simultaneously of both root type and jump type. In the critical regime where the singularity approaches the soft edge, namely, the edge of the support of the equilibrium measure for the Gaussian weight, the asymptotics of the Hankel determinant and the recurrence coefficients, for the orthogonal polynomials associated with the perturbed Gaussian weight, are obtained and expressed in terms of a family of smooth solutions to the Painlev\'{e} XXXIV equation and the $\sigma$-form of the Painlev\'{e} II equation. In addition, we further obtain the double scaling limit of the distribution of the largest eigenvalue in a thinning procedure of the conditioning Gaussian unitary ensemble, and the double scaling limit of the correlation kernel for the critical perturbed Gaussian unitary ensemble. The asymptotic properties of the Painlev\'{e} XXXIV functions and the $\sigma$-form of the Painlev\'{e} II equation are also studied., Comment: 35 pages, 5 figures

In this paper, we consider polynomials orthogonal with respect to a varying perturbed Laguerre weight $e^{-n(z-\log z+t/z)}$ for $t<0$ and $z$ on certain contours in the complex plane. When the parameters $n$, $t$ and the degree $k$ are fixed, the Hankel determinant for the singular complex weight is shown to be the isomonodromy $\tau$-function of the Painlev\'e III equation. When the degree $k=n$, $n$ is large and $t$ is close to a critical value, inspired by the study of the Wigner time delay in quantum transport, we show that the double scaling asymptotic behaviors of the recurrence coefficients and the Hankel determinant are described in terms of a Boutroux tronqu\'ee solution to the Painlev\'e I equation. Our approach is based on the Deift-Zhou nonlinear steepest descent method for Riemann-Hilbert problems., Comment: More details added. 35 pages, 6 figures

We study the uniform asymptotics for the orthogonal polynomials with respect to weights composed of both absolutely continuous measure and discrete measure, by taking a special class of the sieved Pollazek Polynomials as an example. The Plancherel-Rotach type asymptotics of the sieved Pollazek Polynomials are obtained in the whole complex plane. The Riemann-Hilbert method is applied to derive the results. A main feature of the treatment is the appearance of a new band consisting of two adjacent intervals, one of which is a portion of the support of the absolutely continuous measure, the other is the discrete band., Comment: 31 pages, 5 figures

We study the Hankel determinants associated with the weight $$w(x;t)=(1-x^2)^{\beta}(t^2-x^2)^\alpha h(x),~x\in(-1,1),$$ where $\beta>-1$, $\alpha+\beta>-1$, $t>1$, $h(x)$ is analytic in a domain containing $[-1,1]$ and $h(x)>0$ for $x\in[-1,1]$. In this paper, based on the Deift-Zhou nonlinear steepest descent analysis, we study the double scaling limit of the Hankel determinants as $n\to \infty$ and $t\to 1$. We obtain the asymptotic approximations of the Hankel determinants, evaluated in terms of the Jimbo-Miwa-Okamoto $\sigma$-function for the Painlev\'{e} III equation. The asymptotics of the leading coefficients and the recurrence coefficients for the perturbed Jacobi polynomials are also obtained., Comment: 28 pages. Modifications made to the previous version arXiv:1412.8586v1

In this paper, we develop the Riemann-Hilbert method to study the asymptotics of discrete orthogonal polynomials on infinite nodes with an accumulation point. To illustrate our method, we consider the Tricomi-Carlitz polynomials $f_n^{(\alpha)}(z)$ where $\alpha$ is a positive parameter. Uniform Plancherel-Rotach type asymptotic formulas are obtained in the entire complex plane including a neighborhood of the origin, and our results agree with the ones obtained earlier in [{\it SIAM J.\;Math.\;Anal} {\bf 25} (1994)] and [{{\it Proc.\;Amer.\;Math.\;Soc.\,}{\bf138} (2010)}]., Comment: 24 pages, 7 figures

We show that the well-known Hastings-McLeod solution to the second Painlev\'{e} equation is pole-free in the region $\arg x \in [-\frac{\pi}{3},\frac{\pi}{3}]\cup [\frac{2\pi}{3},\frac{ 4 \pi}{3}]$, which proves an important special case of a general conjecture concerning pole distributions of Painlev\'{e} transcedents proposed by Novokshenov. Our strategy is to construct explicit quasi-solutions approximating the Hastings-McLeod solution in different regions of the complex plane, and estimate the errors rigorously. The main idea is very similar to the one used to prove Dubrovin's conjecture for the first Painlev\'{e} equation, but there are various technical improvements., Comment: 31 pages, 2 figures. Minor revision, to appear in Constructive Approximation

In this paper, we consider the Hankel determinants associated with the singularly perturbed Laguerre weight $w(x)=x^\alpha e^{-x-t/x}$, $x\in (0, \infty)$, $t>0$ and $\alpha>0$. When the matrix size $n\to\infty$, we obtain an asymptotic formula for the Hankel determinants, valid uniformly for $t\in (0, d]$, $d>0$ fixed. A particular Painlev\'{e} III transcendent is involved in the approximation, as well as in the large-$n$ asymptotics of the leading coefficients and recurrence coefficients for the corresponding perturbed Laguerre polynomials. The derivation is based on the asymptotic results in an earlier paper of the authors, obtained by using the Deift-Zhou nonlinear steepest descent method., Comment: 21 pages, 3 figures, minor revision, references updated. arXiv admin note: text overlap with arXiv:1309.4354

We study the Jacobi unitary ensemble perturbed by an algebraic singularity at $t>1$. For fixed $t$, this is the modified Jacobi ensemble studied by Kuijlaars {\it{et al.}} The main focus here, however, is the case when the algebraic singularity approaches the hard edge, namely $t\to 1^+$. In the double scaling limit case when $t- 1$ is of the order of magnitude of $1/n^2$, $n$ being the size of the matrix, the eigenvalue correlation kernel is shown to have a new limiting kernel at the hard edge $1$, described by the $\psi$-functions for a certain second-order nonlinear equation. The equation is related to the Painlev\'e III equation by a M\"obius transformation. It also furnishes a generalization of the Painlev\'e V equation, and can be reduced to a particular Painlev\'e V equation via the B\"acklund transformations in special cases. The transitions of the limiting kernel to Bessel kernels are also investigated, with $n^2(t-1)$ being large or small. In the present paper, the approach is based on the Deift-Zhou nonlinear steepest descent analysis for Riemann-Hilbert problems., Comment: 48 pages, 6 figures. Minor modifications made to the previous version arXiv:1404.5105v2

In this paper, we study the singularly perturbed Laguerre unitary ensemble $$ \frac{1}{Z_n} (\det M)^\alpha e^{- \textrm{tr}\, V_t(M)}dM, \qquad \alpha >0, $$ with $V_t(x) = x + t/x$, $x\in (0,+\infty)$ and $t>0$. Due to the effect of $t/x$ for varying $t$, the eigenvalue correlation kernel has a new limit instead of the usual Bessel kernel at the hard edge 0. This limiting kernel involves $\psi$-functions associated with a special solution to a new third-order nonlinear differential equation, which is then shown equivalent to a particular Painlev\'e III equation. The transition of this limiting kernel to the Bessel and Airy kernels is also studied when the parameter $t$ changes in a finite interval $(0, d]$. Our approach is based on Deift-Zhou nonlinear steepest descent method for Riemann-Hilbert problems., Comment: 41 pages, 6 figures. Modifications are made in Introduction and Sec. 2.2. Typos corrected and references added