Painlevé V and the Hankel Determinant for a Singularly Perturbed Jacobi Weight

Abstract: We study the Hankel determinant generated by a singularly perturbed Jacobi weight $$ w(x,t):=(1-x^2)^\alpha\mathrm{e}^{-\frac{t}{x^{2}}},\;\;\;\;\;\;x\in[-1,1],\;\;\alpha>0,\;\;t\geq 0. $$ If $t=0$, it is reduced to the classical symmetric Jacobi weight. For $t>0$, the factor $\mathrm{e}^{-\frac{t}{x^{2}}}$ induces an infinitely strong zero at the origin. This Hankel determinant is related to the Wigner time-delay distribution in chaotic cavities. In the finite $n$ dimensional case, we obtain two auxiliary quantities $R_n(t)$ and $r_n(t)$ by using the ladder operator approach. We show that the Hankel determinant has an integral representation in terms of $R_n(t)$, where $R_n(t)$ is closely related to a particular Painlev\'{e} V transcendent. Furthermore, we derive a second-order nonlinear differential equation and also a second-order difference equation for the logarithmic derivative of the Hankel determinant. This quantity can be expressed in terms of the Jimbo-Miwa-Okamoto $\sigma$-function of a particular Painlev\'{e} V. Then we consider the asymptotics of the Hankel determinant under a suitable double scaling, i.e. $n\rightarrow\infty$ and $t\rightarrow 0$ such that $s=2n^2 t$ is fixed. Based on previous results by using the Coulomb fluid method, we obtain the large $s$ and small $s$ asymptotic behaviors of the scaled Hankel determinant, including the constant term in the asymptotic expansion.