Multi-critical unitary random matrix ensembles and the general Painlevé II equation (Q2389122)
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English | Multi-critical unitary random matrix ensembles and the general Painlevé II equation |
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Multi-critical unitary random matrix ensembles and the general Painlevé II equation (English)
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14 July 2009
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The authors study unitary random matrix ensembles. In order to compute the double scaling limits of the eigenvalue correlation kernel near the origin, they use the \textit{P. Deift} and \textit{X. Zhou} [Ann. Math. (2) 137, No. 2, 295--368 (1993; Zbl 0771.35042)] steepest descent method applied to the Riemann-Hilbert (RH) problem for orthogonal polynomials on the real line. The paper is divided into the sections: Introduction and statement of results; The RH problem for Painlevé II and proof of Theorem 1.1; Steepest analysis of the RH problem; Proof of Theorm 1.2 and Proof of Theorem 1.7.
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unitary Random matrix
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steepest descent method
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orthogonal polynomials
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Riemann-Hilbert problem
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