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205 - A. Its , O. Lisovyy , Yu. Tykhyy 2014
The short-distance expansion of the tau function of the radial sine-Gordon/Painleve III equation is given by a convergent series which involves irregular $c=1$ conformal blocks and possesses certain periodicity properties with respect to monodromy da ta. The long-distance irregular expansion exhibits a similar periodicity with respect to a different pair of coordinates on the monodromy manifold. This observation is used to conjecture an exact expression for the connection constant providing relative normalization of the two series. Up to an elementary prefactor, it is given by the generating function of the canonical transformation between the two sets of coordinates.
278 - P. Deift , A. Its , I. Krasovsky 2012
We review some history and some recent results concerning Toeplitz determinants and their applications. We discuss, in particular, the crucial role of the two-dimensional Ising model in stimulating the development of the theory of Toeplitz determinants.
117 - P. Deift , A. Its , I. Krasovsky 2012
We provide an alternative proof of the classical single-term asymptotics for Toeplitz determinants whose symbols possess Fisher-Hartwig singularities. We also relax the smoothness conditions on the regular part of the symbols and obtain an estimate f or the error term in the asymptotics. Our proof is based on the Riemann-Hilbert analysis of the related systems of orthogonal polynomials and on differential identities for Toeplitz determinants. The result discussed in this paper is crucial for the proof of the asymptotics in the general case of Fisher-Hartwig singularities and extensions to Hankel and Toeplitz+Hankel determinants in [15].
106 - P. Deift , A. Its , I. Krasovsky 2011
The authors analyze the asymptotics of eigenvalues of Toeplitz matrices with certain continuous and discontinuous symbols. In particular, the authors prove a conjecture of Levitin and Shargorodsky on the near-periodicity of Toeplitz eigenvalues.
139 - T. Claeys , A. Its , I. Krasovsky 2010
We obtain asymptotic expansions for Toeplitz determinants corresponding to a family of symbols depending on a parameter $t$. For $t$ positive, the symbols are regular so that the determinants obey SzegH{o}s strong limit theorem. If $t=0$, the symbol possesses a Fisher-Hartwig singularity. Letting $tto 0$ we analyze the emergence of a Fisher-Hartwig singularity and a transition between the two different types of asymptotic behavior for Toeplitz determinants. This transition is described by a special Painleve V transcendent. A particular case of our result complements the classical description of Wu, McCoy, Tracy, and Barouch of the behavior of a 2-spin correlation function for a large distance between spins in the two-dimensional Ising model as the phase transition occurs.
330 - P. Deift , A. Its , I. Krasovsky 2009
We obtain asymptotics for Toeplitz, Hankel, and Toeplitz+Hankel determinants whose symbols possess Fisher-Hartwig singularities. Details of the proofs will be presented in another publication.
139 - P. Deift , A. Its , I. Krasovsky 2009
We study the asymptotics in n for n-dimensional Toeplitz determinants whose symbols possess Fisher-Hartwig singularities on a smooth background. We prove the general non-degenerate asymptotic behavior as conjectured by Basor and Tracy. We also obtain asymptotics of Hankel determinants on a finite interval as well as determinants of Toeplitz+Hankel type. Our analysis is based on a study of the related system of orthogonal polynomials on the unit circle using the Riemann-Hilbert approach.
83 - T. Claeys , A. Its , I. Krasovsky 2009
We study Fredholm determinants related to a family of kernels which describe the edge eigenvalue behavior in unitary random matrix models with critical edge points. The kernels are natural higher order analogues of the Airy kernel and are built out o f functions associated with the Painleve I hierarchy. The Fredholm determinants related to those kernels are higher order generalizations of the Tracy-Widom distribution. We give an explicit expression for the determinants in terms of a distinguished smooth solution to the Painleve II hierarchy. In addition we compute large gap asymptotics for the Fredholm determinants.
110 - A. Its , I. Krasovsky 2008
We obtain asymptotics in n for the n-dimensional Hankel determinant whose symbol is the Gaussian multiplied by a step-like function. We use Riemann-Hilbert analysis of the related system of orthogonal polynomials to obtain our results.
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