Painlevé V and time dependent Jacobi polynomials

Abstract

In this paper we study the simplest deformation on a sequence of orthogonal polynomials, namely, replacing the original (or reference) weight $w_0(x)$ defined on an interval by $w_0(x)e^{-tx}.$ It is a well-known fact that under such a deformation the recurrence coefficients denoted as ${\alpha }_n$ and ${\beta }_n$ evolve in $t$ according to the Toda equations, giving rise to the time dependent orthogonal polynomials, using Sogo's terminology. The resulting "time-dependent" Jacobi polynomials satisfy a linear second order ode. We will show that the coefficients of this ode are intimately related to a particular Painlevé V. In addition, we show that the coefficient of $z^{n-1}$ of the monic orthogonal polynomials associated with the "time-dependent" Jacobi weight, satisfies, up to a translation in $t,$ the Jimbo-Miwa $\sigma$-form of the same $P_V;$ while a recurrence coefficient ${\alpha }_n(t),$ is up to a translation in $t$ and a linear fractional transformation $P_V({\alpha }^2/2,-{\beta }^2/2,2n+1+\alpha +\beta ,-1/2).$ These results are found from combining a pair of non-linear difference equations and a pair of Toda equations. This will in turn allow us to show that a certain Fredholm determinant related to a class of Toeplitz plus Hankel operators has a connection to a Painlevé equation.

References in corpus (2)

• Painleve IV and degenerate Gaussian Unitary Ensembles
• Orthogonal polynomials with discontinuous weights

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