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Asymptotics for Hankel Determinants Associated to a Hermite Weight with a Varying Discontinuity
Published 8 Aug 2017 in math-ph, math.CA, math.CV, math.MP, and math.PR | (1708.02519v5)
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 Painlev\'e IV equation.
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