Gaussian unitary ensembles with pole singularities near the soft edge and a system of coupled Painlevé XXXIV equations (Q2273633)

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Gaussian unitary ensembles with pole singularities near the soft edge and a system of coupled Painlevé XXXIV equations
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    Gaussian unitary ensembles with pole singularities near the soft edge and a system of coupled Painlevé XXXIV equations (English)
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    24 September 2019
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    The paper is devoted to the study of tronquée solutions of the second Painlevé equation \( q^{\prime \prime} =2 q^3 +s q -\nu\). The solution space is represented by a cubic space \(s_1 -s_2 +s_3 +s_1s_2s_3 = -2 \sin ( \nu \pi)\) by the Riemann-Hilbert correspondence. The tronquée solutions correspond to the case \(s_2=0\) and \(s_1 = 1/s_3= - e^{-2 \alpha \pi i}\), where \( \nu =2 \alpha +1/2\). Such tronquée solutions contain the generalized Hastings-McLeod solution and the Airy-type solutions. The Tracy-Widom distribution is defined by an integral of the Hastings-McLeod solution (\(\nu =0\)). In this paper, the asymptotics of an integral of the tronquée solutions are described when \( \alpha > -1/2\) and \(s_2 >0\). Since the Hamiltonian of the tronquée solutions is pole-free on the real line, a regularized integral of Hamiltonian admits an asymptotic expansions represented by the Riemann zeta-function and the Barnes' \(G\)-function. The proof is based on the asymptotic analysis of the Riemann-Hilbert problem when \(s\) is large. The results have several applications in the context of perturbed Gaussian unitary ensembles and unitary random matrix ensembles in random matrix theory.
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    second Painlevé equation
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    tronquée solution
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    random matrix
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