Asymptotics of Hankel determinants for potentials with singular edge points

Abstract

We establish the large-$n$ asymptotics of Hankel determinants for unitary random matrix ensembles possessing a higher-order edge singularity. We focus on ensembles where the equilibrium measure is supported on a single interval and the limiting eigenvalue density vanishes to order $2k+\frac{1}{2}$ for $k\in \mathbb{N}$. Notably, we explicitly evaluate the constant term in the asymptotic expansion, which involves a regularized integral of the Hamiltonian associated with the Painlevé I ($P_{\mathrm{I}}^{2k}$) hierarchy. As a by-product, we also prove the universality of the eigenvalue correlation kernel near this singular edge and derive a limiting kernel expressed through functions related to a special solution of the $P_{\mathrm{I}}^{2k}$ equation. Our method relies on the Deift-Zhou nonlinear steepest descent analysis for the Riemann-Hilbert problem of orthogonal polynomials.

arXiv comment47 pages, 5 figures