Asymptotics of the deformed higher order Airy-kernel determinants and applications

Abstract

We study the one-parameter family of Fredholm determinants $\det (I-{\rho }^2{\mathcal{K}}_{n,x})$, $\rho \in \mathbb{R}$, where ${\mathcal{K}}_{n,x}$ stands for the integral operator acting on $L^2(x,+\infty )$ with the higher order Airy kernel. This family of determinants represents a new universal class of distributions which is a higher order analogue of the classical Tracy-Widom distribution. Each of the determinants admits an integral representation in terms of a special real solution to the $n$-th member of the Painlevé II hierarchy. Using the Riemann-Hilbert approach, we establish asymptotics of the determinants and the associated higher order Painlevé II transcendents as $x\to -\infty$ for $0<|\rho |<1$ and $|\rho |>1$, respectively. In the case of $0<|\rho |<1$, we are able to calculate the constant term in the asymptotic expansion of the determinants, while for $|\rho |>1$, the relevant asymptotics exhibit singular behaviors. Applications of our results are also discussed, which particularly include asymptotic statistical properties of the counting function for the random point process defined by the higher order Airy kernel.

39 pages, 7 figures

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