paper

Toeplitz determinants with merging singularities

arXiv:1403.3639 · doi:10.1215/00127094-3164897

Abstract

We study asymptotic behavior for determinants of Toeplitz matrices corresponding to symbols with two Fisher-Hartwig singularities at the distance from each other on the unit circle. We obtain large asymptotics which are uniform for where is fixed. They describe the transition as between the asymptotic regimes of 2 singularities and 1 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.

72 pages, 6 figures. Formulas (1.22) and (5.45) corrected. We are grateful to Roman Riser for pointing us to these corrections

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