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

DOI10.1007/S00023-019-00834-YMaRDI QIDQ2273633zbMATH OpenOpenAlexFDO

Authors Dan Dai, Shuai-Xia Xu, Lun Zhang

Publication date 24 September 2019

Published in Annales Henri Poincaré (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1809.07074

zbMATH Keywords

random matrixsecond Painlevé equationtronquée solution

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Painlevé-type functions (33E17) Inverse problems (Riemann-Hilbert, inverse differential Galois, etc.) for ordinary differential equations in the complex domain (34M50) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) Nonautonomous Hamiltonian dynamical systems (Painlevé equations, etc.) (37J65) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Random matrices (probabilistic aspects) (60B20)

Abstract: In this paper, we study the singularly perturbed Gaussian unitary ensembles defined by the measure �egin{equation*} frac{1}{C_n} e^{- n extrm{tr}, V(M;lambda,vec{t};)}dM, end{equation*} over the space of $nimesn$ Hermitian matrices $M$, where $V(x;lambda,vect;):=2x^2+su{m}_{k=1}^{2m}{t}_k(x-lambda{)}^{-k}$ with $vect=(t_1,t_2,ldots,t_{2m})inmathbb{R}^{2m-1}imes(0,infty)$, in the multiple scaling limit where $lambdao1$ together with $vectovec0$ as $noinfty$ at appropriate related rates. We obtain the asymptotics of the partition function, which is described explicitly in terms of an integral involving a smooth solution to a new coupled Painlev'e system generalizing the Painlev'e XXXIV equation. The large $n$ limit of the correlation kernel is also derived, which leads to a new universal class built out of the $Psi$-function associated with the coupled Painlev'e system.

Review text

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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Cited in

(13)

• On integrals of the tronquée solutions and the associated Hamiltonians for the Painlevé II equation
• Critical edge behavior in the perturbed Laguerre unitary ensemble and the Painlevé V transcendent
• Painlevé IV and degenerate Gaussian unitary ensembles
• Asymptotics for a special solution of the thirty fourth Painlevé equation
• Random matrix ensembles with singularities and a hierarchy of Painlevé III equations
• Gaussian unitary ensemble with boundary spectrum singularity and \(\sigma\)-form of the Painlevé II equation
• Asymptotics of the largest eigenvalue distribution of the Laguerre unitary ensemble
• Applications in random matrix theory of a \(\mathrm{PIII}^\prime\tau\)-function sequence from Okamoto's Hamiltonian formulation
• Painlevé V and confluent Heun equations associated with a perturbed Gaussian unitary ensemble
• Laguerre unitary ensembles with jump discontinuities, PDEs and the coupled Painlevé V system
• Gaussian unitary ensembles with jump discontinuities, PDEs, and the coupled Painlevé IV system
• Painlevé XXXIV asymptotics for the defocusing nonlinear Schrödinger equation with a finite-genus algebro-geometric background
• Hankel determinants for a deformed Laguerre weight with multiple variables and generalized Painlevé V equation

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