Applications in random matrix theory of a PIII ′ τ-function sequence from Okamoto's Hamiltonian formulation

Abstract

We consider the singular linear statistic of the Laguerre unitary ensemble (LUE) consisting of the sum of the reciprocal of the eigenvalues. It is observed that the exponential generating function for this statistic can be written as a Toeplitz determinant with entries given in terms of particular K Bessel functions. Earlier studies have identified the same determinant, but with the K Bessel functions replaced by I Bessel functions, as relating to the hard edge scaling limit of a generalized gap probability for the LUE, in the case of non-negative integer Laguerre parameter. We show that the Toeplitz determinant formed from an arbitrary linear combination of these two Bessel functions occurs..