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Gap probability at the hard edge for random matrix ensembles with pole singularities in the potential

Published 23 Oct 2017 in math-ph and math.MP | (1710.08132v2)

Abstract: 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.

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