Center of mass distribution of the Jacobi unitary ensembles: Painlevé V, asymptotic expansions.

In this paper, we study the probability density function, P (c , α , β , n) d c , of the center of mass of the finite n Jacobi unitary ensembles with parameters α > −1 and β > −1; that is the probability that trMn ∈ (c, c + dc), where Mn are n × n matrices drawn from the unitary Jacobi ensembles. We compute the exponential moment generating function of the linear statistics ∑ j = 1 n f ( x j ) ≔ ∑ j = 1 n x j , denoted by M f (λ , α , β , n). The weight function associated with the Jacobi unitary ensembles reads xα(1 − x)β, x ∈ [0, 1]. The moment generating function is the n × n Hankel determinant Dn(λ, α, β) generated by the time-evolved Jacobi weight, namely, w (x; λ, α, β) = xα(1 − x)β e−λx, x ∈ [0, 1], α > −1, β > −1. We think of λ as the time variable in the resulting Toda equations. The non-classical polynomials defined by the monomial expansion, Pn(x, λ) = xn + p(n, λ) xn−1 + ⋯ + Pn(0, λ), orthogonal with respect to w (x, λ, α, β) over [0, 1] play an important role. Taking the time evolution problem studied in Basor et al. [J. Phys. A: Math. Theor. 43, 015204 (2010)], with some change of variables, we obtain a certain auxiliary variable rn(λ), defined by integral over [0, 1] of the product of the unconventional orthogonal polynomials of degree n and n − 1 and w (x; λ, α, β)/x. It is shown that rn(2iez) satisfies a Chazy II equation. There is another auxiliary variable, denoted as Rn(λ), defined by an integral over [0, 1] of the product of two polynomials of degree n multiplied by w (x; λ, α, β)/x. Then Yn(−λ) = 1 − λ/Rn(λ) satisfies a particular Painlevé V: PV(α2/2, − β2/2, 2n + α + β + 1, 1/2). The σn function defined in terms of the λp(n, −λ) plus a translation in λ is the Jimbo–Miwa–Okamoto σ-form of Painlevé V. The continuum approximation, treating the collection of eigenvalues as a charged fluid as in the Dyson Coulomb Fluid, gives an approximation for the moment generating function M f (λ , α , β , n) when n is sufficiently large. Furthermore, we deduce a new expression of M f (λ , α , β , n) when n is finite, in terms the σ function of this is a particular case of Painlevé V. An estimate shows that the moment generating function is a function of exponential type and of order n. From the Paley-Wiener theorem, one deduces that P (c , α , β , n) has compact support [0, n]. This result is easily extended to the β ensembles, as long as the weight w is positive and continuous over [0, 1]. [ABSTRACT FROM AUTHOR]