Emergence of a singularity for Toeplitz determinants and Painleve V

We obtain asymptotic expansions for Toeplitz determinants corresponding to a family of symbols depending on a parameter $t$. For $t$ positive, the symbols are regular so that the determinants obey Szeg\H{o}'s strong limit theorem. If $t=0$, the symbol possesses a Fisher-Hartwig singularity. Letting $t\to 0$ we analyze the emergence of a Fisher-Hartwig singularity and a transition between the two different types of asymptotic behavior for Toeplitz determinants. This transition is described by a special Painlev\'e V transcendent. A particular case of our result complements the classical description of Wu, McCoy, Tracy, and Barouch of the behavior of a 2-spin correlation function for a large distance between spins in the two-dimensional Ising model as the phase transition occurs.Comment: 46 page

Asymptotics of the Airy-kernel determinant

The authors use Riemann-Hilbert methods to compute the constant that arises in the asymptotic behavior of the Airy-kernel determinant of random matrix theory.Comment: 41 pages, 6 figure

Hankel determinant and orthogonal polynomials for the Gaussian weight with a jump

We obtain asymptotics in n for the n-dimensional Hankel determinant whose symbol is the Gaussian multiplied by a step-like function. We use Riemann-Hilbert analysis of the related system of orthogonal polynomials to obtain our results.Comment: 34 pages, 7 figure

Quasi-linear Stokes phenomenon for the second Painlev\'e transcendent

Using the Riemann-Hilbert approach, we study the quasi-linear Stokes phenomenon for the second Painlev\'e equation $y_{xx}=2y^3+xy-\alpha$. The precise description of the exponentially small jump in the dominant solution approaching $\alpha/x$ as $|x|\to\infty$ is given. For the asymptotic power expansion of the dominant solution, the coefficient asymptotics is found.Comment: 19 pages, LaTe

Monodromy dependence and connection formulae for isomonodromic tau functions

We discuss an extension of the Jimbo-Miwa-Ueno differential 1-form to a form closed on the full space of extended monodromy data of systems of linear ordinary differential equations with rational coefficients. This extension is based on the results of M. Bertola generalizing a previous construction by B. Malgrange. We show how this 1-form can be used to solve a long-standing problem of evaluation of the connection formulae for the isomonodromic tau functions which would include an explicit computation of the relevant constant factors. We explain how this scheme works for Fuchsian systems and, in particular, calculate the connection constant for generic Painlev\'e VI tau function. The result proves the conjectural formula for this constant proposed in \cite{ILT13}. We also apply the method to non-Fuchsian systems and evaluate constant factors in the asymptotics of Painlev\'e II tau function.Comment: 54 pages, 6 figures; v4: rewritten Introduction and Subsection 3.3, added few refs to match published articl