Universality in the two‐matrix model: a Riemann‐Hilbert steepest‐descent analysis

DOI10.1002/cpa.20269zbMath1221.15052arXiv0807.4814OpenAlexW2035857961MaRDI QIDQ5323025

Maurice Duits, Arno B. J. Kuijlaars

Publication date: 23 July 2009

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0807.4814

zbMATH Keywords

orthogonal polynomialsHermitian matricesrandom matricesmatrix pairmatrix-valued Riemann-Hilbert problemeigenvalue statisticssteepest-descent

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Related Items (26)

The Hermitian two matrix model with an even quartic potential ⋮ Critical measures for vector energy: global structure of trajectories of quadratic differentials ⋮ Double Scaling Limit for Modified Jacobi-Angelesco Polynomials ⋮ A critical phenomenon in the two-matrix model in the quartic/quadratic case ⋮ Non-intersecting squared Bessel paths with one positive starting and ending point ⋮ A graph-based equilibrium problem for the limiting distribution of nonintersecting Brownian motions at low temperature ⋮ Critical measures for vector energy: asymptotics of non-diagonal multiple orthogonal polynomials for a cubic weight ⋮ Recurrence relations and vector equilibrium problems arising from a model of non-intersecting squared Bessel paths ⋮ Critical measures, quadratic differentials, and weak limits of zeros of Stieltjes polynomials ⋮ The asymptotic zero distribution of multiple orthogonal polynomials associated with Macdonald functions ⋮ Orthogonal polynomials in the normal matrix model with a cubic potential ⋮ The global parametrix in the Riemann-Hilbert steepest descent analysis for orthogonal polynomials ⋮ Weakly admissible vector equilibrium problems ⋮ Weakly admissible vector equilibrium problems ⋮ Painlevé kernels in Hermitian matrix models ⋮ LARGE DEVIATIONS FOR A NON-CENTERED WISHART MATRIX ⋮ Cauchy biorthogonal polynomials ⋮ Average characteristic polynomials of determinantal point processes ⋮ Spectral curves, variational problems and the Hermitian matrix model with external source ⋮ The two-periodic Aztec diamond and matrix valued orthogonal polynomials ⋮ Random matrix model with external source and a constrained vector equilibrium problem ⋮ Large \(n\) limit for the product of two coupled random matrices ⋮ On the Christoffel-Darboux kernel for random Hermitian matrices with external source ⋮ Universality in the two matrix model with a monomial quartic and a general even polynomial potential ⋮ Average characteristic polynomials in the two-matrix model ⋮ Universality conjecture and results for a model of several coupled positive-definite matrices

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