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Asymptotics of a Fredholm determinant involving the second Painlevé transcendent

Published 24 Sep 2012 in math-ph, math.MP, and nlin.SI | (1209.5415v2)

Abstract: We study the determinant $\det(I-K_{\textnormal{PII}})$ of an integrable Fredholm operator $K_{\textnormal{PII}}$ acting on the interval $(-s,s)$ whose kernel is constructed out of the $\Psi$-function associated with the Hastings-McLeod solution of the second Painlev\'e equation. This Fredholm determinant describes the critical behavior of the eigenvalue gap probabilities of a random Hermitian matrix chosen from the Unitary Ensemble in the bulk double scaling limit near a quadratic zero of the limiting mean eigenvalue density. Using the Riemann-Hilbert method, we evaluate the large $s$-asymptotics of $\det(I-K_{\textnormal{PII}})$.

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