Published online by Cambridge University Press: 25 June 2025
Hankel determinants which occur in problems associated with orthogonal polynomials, integrable systems and random matrices are computed asymptotically for weights that are supported in an semi-infinite or infinite interval. The main idea is to turn the determinant computation into a random matrix “linear statistics” type problem where the Coulomb fluid approach can be applied.
1. Introduction Let w be a weight function supported on L (a subset of ℝ) that has finite moments of all orders
With w(x) we associate the Hankel matrix, where i, j = 0 , … , n—1. The purpose of this paper is the determination of
for large n with suitable conditions on w. If L is a single interval, say [—1,1], then the asymptotic form of such determinants was computed by Szego [1918] and later by Hirschmann [1966] for quite general w.
Our main result is as follows. Suppose we replace w(x) by a function given in the form wo(x)U(x) where w0(x) is the weight e-xxv. Then for appropriate functions w, the determinants are given asymptotically as n → ∞ by
and G is the Barnes function (see Section 2).
In Section 2 we establish an identity relating Dn[w], Dn[wo], and a certain Predholm determinant and a description of the Predholm determinant from a “linear statistics” point of view. A computation of Dn[wo] is also included. Then in Section 3 the Coulomb fluid approach is used to compute the asymptotics of the Predholm determinant. This, along with the computation of Dn[wo] allows us to give a heuristic, Coulomb fluid derivation of the formula.
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