Browsing by Subject "discontinuous Gaussian weight"

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    Hankel determinant and orthogonal polynomials for a Gaussian weight with a discontinuity at the edge
    (Springer, 2016-10) Bogatskiy, A.; Claeys, T.; Its, Alexander R.; Department of Mathematical Sciences, School of Science
    We compute asymptotics for Hankel determinants and orthogonal polynomials with respect to a discontinuous Gaussian weight, in a critical regime where the discontinuity is close to the edge of the associated equilibrium measure support. Their behavior is described in terms of the Ablowitz–Segur family of solutions to the Painlevé II equation. Our results complement the ones in [33]. As consequences of our results, we conjecture asymptotics for an Airy kernel Fredholm determinant and total integral identities for Painlevé II transcendents, and we also prove a new result on the poles of the Ablowitz–Segur solutions to the Painlevé II equation. We also highlight applications of our results in random matrix theory.