A matrix model with a singular weight and Painlevé III (Q2515019)

The paper deals with the asymptotics of the partition function \(E_n(z,t)\). The main result is that the asymptotics is expressed in terms of a solution of the Painlevé III equation. The approach to the analysis is based on the steepest descent method to compute the asymptotics of orthogonal polynomials. The starting point of this technique is the characterization of orthogonal polynomials in terms of a solution of the Riemann-Hilbert problem. The authors introduce identities that give a link between the partition function and the Riemann-Hilbert problem and compute their asymptotics in terms of a solution of the Hamiltonian system. Finally, a reduction of the Hamiltonian system to the Painlevé III equation is presented. The respective integrals appearing in \(E_n(z,t)\) have been the subject of extensive investigation in random matrix theory. The results in the paper have implications for other matrix models, beside its direct application to the theory of the Riemann zeta function, and provide a pathway to tackle similar asymptotic problems.