Critical edge behavior in the perturbed Laguerre unitary ensemble and the Painlevé V transcendent (Q2414841)

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Critical edge behavior in the perturbed Laguerre unitary ensemble and the Painlevé V transcendent
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    Critical edge behavior in the perturbed Laguerre unitary ensemble and the Painlevé V transcendent (English)
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    17 May 2019
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    In this paper, the authors study the double scaling limit of the kernel related to the singular perturbed Laguerre unitary ensemble, defined by the weight function \[ w(x, t)=(x+t)^\lambda\,x^\alpha\,e^{-x},\qquad x \geq 0,\quad t > 0,\quad \alpha > 0,\quad \alpha+\lambda+1 > 0. \] In particular, utilizing Deift-Zhou nonlinear steepest descent method, they investigate the double scaling limit \(s=4\,n\,t, n\rightarrow \infty,\, t \rightarrow 0\) such that \(s\) is a positive and finite. The authors prove that under this limit the kernel is expressed in terms of the \(\varphi\)-function, which involves a particular Painlevé V equation. They also show that for \(s \rightarrow 0^+\) (resp. \(s\rightarrow \infty\)) the pointed kernel degenerates to the Bessel kernel \(J_{\alpha+\lambda}\) (resp. to \(J_\alpha\)). It turns out that at the soft edge ''the limiting kernel reads as the Airy kernel''.
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    perturbed Laguerre weight
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    Hankel determinants
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    Painlevé V equation
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    Riemann-Hilbert problem
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    Deift-Zhou nonlinear steepest descent method
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