Joint moments of higher order derivatives of CUE characteristic polynomials II: Structures, recursive relations, and applications

TL;DR

This paper advances the understanding of joint moments of higher order derivatives of CUE characteristic polynomials by uncovering their structural properties, recursive relations, and connections to Painlevé equations, extending previous asymptotic results.

Contribution

It introduces new structure theorems, recursive formulas, and differential equations for the coefficients of these moments, linking them to Hankel determinants and Painlevé equations.

Findings

Established structure theorems for leading order coefficients.

Derived recursive relations for Hankel determinants involving I-Bessel functions.

Connected the moments to solutions of the $\sigma$-Painlevé III$'$ equation.

Abstract

In a companion paper \cite{jon-fei}, we established asymptotic formulae for the joint moments of derivatives of the characteristic polynomials of CUE random matrices. The leading order coefficients of these asymptotic formulae are expressed as partition sums of derivatives of determinants of Hankel matrices involving I-Bessel functions, with column indices shifted by Young diagrams. In this paper, we continue the study of these joint moments and establish more properties for their leading order coefficients, including structure theorems and recursive relations. We also build a connection to a solution of the $\sigma$-Painlev\'{e} III$'$ equation. In the process, we give recursive formulae for the Taylor coefficients of the Hankel determinants formed from I-Bessel functions that appear and find differential equations that these determinants satisfy. The approach we establish is applicable to determinants of general Hankel matrices whose columns are shifted by Young diagrams.