Semi-classical Orthogonal Polynomial Systems on Non-uniform Lattices, Deformations of the Askey Table and Analogs of Isomonodromy

A $\mathbb{D}$-semi-classical weight is one which satisfies a particular linear, first order homogeneous equation in a divided-difference operator $\mathbb{D}$. It is known that the system of polynomials, orthogonal with respect to this weight, and the associated functions satisfy a linear, first order homogeneous matrix equation in the divided-difference operator termed the spectral equation. Attached to the spectral equation is a structure which constitutes a number of relations such as those arising from compatibility with the three-term recurrence relation. Here this structure is elucidated in the general case of quadratic lattices. The simplest examples of the $\mathbb{D}$-semi-classical orthogonal polynomial systems are precisely those in the Askey table of hypergeometric and basic hypergeometric orthogonal polynomials. However within the $\mathbb{D}$-semi-classical class it is entirely natural to define a generalisation of the Askey table weights which involve a deformation with respect to new deformation variables. We completely construct the analogous structures arising from such deformations and their relations with the other elements of the theory. As an example we treat the first non-trivial deformation of the Askey-Wilson orthogonal polynomial system defined by the $q$-quadratic divided-difference operator, the Askey-Wilson operator, and derive the coupled first order divided-difference equations characterising its evolution in the deformation variable. We show that this system is a member of a sequence of classical solutions to the $E^{(1)}_7$ $q$-Painlev\'e system.Comment: Submitted to Duke Mathematical Journal on 5th April 201

The Distribution of the first Eigenvalue Spacing at the Hard Edge of the Laguerre Unitary Ensemble

The distribution function for the first eigenvalue spacing in the Laguerre unitary ensemble of finite rank random matrices is found in terms of a Painlev\'e V system, and the solution of its associated linear isomonodromic system. In particular it is characterised by the polynomial solutions to the isomonodromic equations which are also orthogonal with respect to a deformation of the Laguerre weight. In the scaling to the hard edge regime we find an analogous situation where a certain Painlev\'e \IIId system and its associated linear isomonodromic system characterise the scaled distribution. We undertake extensive analytical studies of this system and use this knowledge to accurately compute the distribution and its moments for various values of the parameter $a$. In particular choosing $a=\pm 1/2$ allows the first eigenvalue spacing distribution for random real orthogonal matrices to be computed.Comment: 65 pages, 1 eps figure, typos and references correcte

Bi-orthogonal systems on the unit circle, Regular Semi-Classical Weights and Integrable Systems - II

We derive the Christoffel-Geronimus-Uvarov transformations of a system of bi-orthogonal polynomials and associated functions on the unit circle, that is to say the modification of the system corresponding to a rational modification of the weight function. In the specialisation of the weight function to the regular semi-classical case with an arbitrary number of regular singularities $\{z_1, ..., z_M \}$ the bi-orthogonal system is known to be isomonodromy preserving with respect to deformations of the singular points. If the zeros and poles of the Christoffel-Geronimus-Uvarov factors coincide with the singularities then we have the Schlesinger transformations of this isomonodromic system. Compatibility of the Schlesinger transformations with the other structures of the system - the recurrence relations, the spectral derivatives and deformation derivatives is explicitly deduced. Various forms of Hirota-Miwa equations are derived for the $\tau$-functions or equivalently Toeplitz determinants of the system.Comment: to appear J. Approx. Theor