Painlevé IV, $σ-$Form and the Deformed Hermite Unitary Ensembles

Abstract: We study the Hankel determinant generated by a deformed Hermite weight with one jump $w(z,t,\gamma)=e^{-z^2+tz}|z-t|^{\gamma}(A+B\theta(z-t))$, where $A\geq 0$, $A+B\geq 0$, $t\in\textbf{R}$, $\gamma>-1$ and $z\in\textbf{R}$. By using the ladder operators for the corresponding monic orthogonal polynomials, and their relative compatibility conditions, we obtain a series of difference and differential equations to describe the relations among $\alpha_n$, $\beta_n$, $R_n(t)$ and $r_n(t)$. Especially, we find that the auxiliary quantities $R_n(t)$ and $r_n(t)$ satisfy the coupled Riccati equations, and $R_n(t)$ satisfies a particular Painlev\'{e} IV equation. Based on above results, we show that $\sigma_n(t)$ and $\hat{\sigma}_n(t)$, two quantities related to the Hankel determinant and $R_n(t)$, satisfy the continuous and discrete $\sigma-$form equations, respectively. In the end, we also discuss the large $n$ asymptotic behavior of $R_n(t)$, which produce the expansion of the logarithmic of the Hankel determinant and the asymptotic of the second order differential equation of the monic orthogonal polynomials.