Critical edge behavior and the Bessel to Airy transition in the singularly perturbed Laguerre unitary ensemble (Q462891)

The authors study the singularly perturbed Laguerre unitary ensemble \[ \frac{1}{Z_n}(\det M)^\alpha e^{-\mathrm{tr}\,V_t(M)}dM,\quad\alpha>0, \] with \(V_t(x)=x+t/x\), \(x\in (o, +\infty)\) and \(t>0\). Due to the effect of \(t/x\) for varying \(t\), the eigenvalue correlation kernel has a new limit instead of the usual Bessel kernel at the hard edge \(0\). This limiting kernel involves \(\psi\)-functions associated with a special solution to a new third-order nonlinear differential equation, which is then shown to be equivalent to a particular Painlevé III equation. The transition of this limiting kernel to the Bessel and Airy kernels is also studied when the parameter \(t\) changes in a finite interval \((0,d]\). The approach is based on the Deift-Zhou nonlinear steepest descent method for Riemann-Hilbert problems.