Duke Mathematical Journal

Toeplitz determinants with merging singularities

T. Claeys and I. Krasovsky

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We study asymptotic behavior for the determinants of n×n Toeplitz matrices corresponding to symbols with two Fisher–Hartwig singularities at the distance 2t0 from each other on the unit circle. We obtain large n asymptotics which are uniform for 0<t<t0, where t0 is fixed. They describe the transition as t0 between the asymptotic regimes of two singularities and one singularity. The asymptotics involve a particular solution to the Painlevé V equation. We obtain small and large argument expansions of this solution. As applications of our results, we prove a conjecture of Dyson on the largest occupation number in the ground state of a one-dimensional Bose gas, and a conjecture of Fyodorov and Keating on the second moment of powers of the characteristic polynomials of random matrices.

Article information

Duke Math. J., Volume 164, Number 15 (2015), 2897-2987.

Received: 28 April 2014
Revised: 23 October 2014
First available in Project Euclid: 1 December 2015

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Zentralblatt MATH identifier

Primary: 15B05: Toeplitz, Cauchy, and related matrices 33E17: Painlevé-type functions
Secondary: 35Q15: Riemann-Hilbert problems [See also 30E25, 31A25, 31B20] 42C05: Orthogonal functions and polynomials, general theory [See also 33C45, 33C50, 33D45]

Toeplitz determinants double scaling Fisher–Hartwig singularities Painlevé functions one-dimensional Bose gas random matrices Riemann–Hilbert problems


Claeys, T.; Krasovsky, I. Toeplitz determinants with merging singularities. Duke Math. J. 164 (2015), no. 15, 2897--2987. doi:10.1215/00127094-3164897. https://projecteuclid.org/euclid.dmj/1448980436

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