A matrix model with a singular weight and Painlevé III

DOI10.1007/S00220-014-2076-ZMaRDI QIDQ2515019zbMATH OpenOpenAlexFDO

Authors L. Brightmore, F. Mezzadri, Man Yue Mo

Publication date 9 February 2015

Published in Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1003.2964

zbMATH Keywords

equilibrium measureGaussian unitary ensembleHamiltonian equationsisomonodromic deformationsjump matrixPainlevé III equationrandom matrix theoryRiemann-Hilbert problemweighting function

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) Isomonodromic deformations for ordinary differential equations in the complex domain (34M56) Hamilton-Jacobi equations (35F21)

Abstract: We investigate the matrix model with weight $w(x):=exp(-z^2/2x^2+t/x-x^2/2)$ and unitary symmetry. and unitary symmetry. In particular we study the double scaling limit as $Noinfty$ and $(sqrtNt,N{z}^2)o(u_1,u_2)$, where $N$ is the matrix dimension and the parameters $(u_1,u_2)$ remain finite. Using the Deift-Zhou steepest descent method we compute the asymptotics of the partition function when $z$ and $t$ are of order $$. In this regime we discover a phase transition in the $(z,N)$-plane characterised by the Painleve' III equation. This is the first time that Painleve' III appears in studies of double scaling limits in Random Matrix Theory and is associated to the emergence of an essential singularity in the weighting function. The asymptotics of the partition function is expressed in terms of a particular solution of the Painleve' III equation. We derive explicitly the initial conditions in the limit $N{z}^{2}ightarrow{u}_2$ of this solution.

Review text

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.

Recommendations

• Random matrix ensembles with singularities and a hierarchy of Painlevé III equations
• Painlevé I double scaling limit in the cubic random matrix model
• Random matrices with merging singularities and the Painlevé V equation
• Painlevé III asymptotics of Hankel determinants for a singularly perturbed Laguerre weight
• Multi-critical unitary random matrix ensembles and the general Painlevé II equation

Cites work

• R-matrix construction of electromagnetic models for the Painlevé transcendents
• A steepest descent method for oscillatory Riemann-Hilbert problems. Asymptotics for the MKdV equation
• Application of the τ‐function theory of Painlevé equations to random matrices: P_V, P_III, the LUE, JUE, and CUE
• Boundary conditions associated with the Painlevé III′ and V evaluations of some random matrix averages
• Darboux coordinates and Liouville-Arnold integration in loop algebras
• Discrete Painlevé equations and their appearance in quantum gravity
• Double scaling limit in the random matrix model: The Riemann-Hilbert approach
• Dual isomonodromic deformations and moment maps to loop algebras
• Finite temperature expectation values of local fields in the sinh-Gordon model
• Hamiltonian methods in the theory of solitons. Transl. from the Russian by A. G. Reyman
• scientific article; zbMATH DE number 3901687 (Why is no real title available?)
• scientific article; zbMATH DE number 1464566 (Why is no real title available?)
• Isospectral Hamiltonian flows in finite and infinite dimensions. I: Generalized Moser systems and moment maps into loop algebras
• Isospectral Hamiltonian flows in finite and infinite dimensions. II: Integration of flows
• Monodromy preserving deformation of linear ordinary differential equations with rational coefficients. I: General theory and \(\tau \)-function
• Multi-critical unitary random matrix ensembles and the general Painlevé II equation
• On an Average over the Gaussian Unitary Ensemble
• Orthogonal polynomials and random matrices: a Riemann-Hilbert approach.
• Painlevé III and a singular linear statistics in Hermitian random matrix ensembles. I.
• Random matrix theory and the zeros of   (s)
• Roots of the derivative of the Riemann-zeta function and of characteristic polynomials
• Semiclassical asymptotics of orthogonal polynomials, Riemann-Hilbert problem, and universality in the matrix model
• Semiclassical orthogonal polynomials, matrix models and isomonodromic tau functions
• Tau-function theory of chaotic quantum transport with \(\beta = 1, 2, 4\)
• The Hamiltonian structure of the second Painlevé hierarchy
• The isomonodromy approach to matrix models in 2D quantum gravity
• The Riemann–Hilbert Problem and Inverse Scattering
• Tuck's incompressibility function: statistics for zeta zeros and eigenvalues
• Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory
• Universality of a double scaling limit near singular edge points in random matrix models
• Universality of the double scaling limit in random matrix models

Cited in

(19)

• On \(\beta\)-matrix models with singular potential
• Painlevé III asymptotics of Hankel determinants for a singularly perturbed Laguerre weight
• Gaussian unitary ensembles with pole singularities near the soft edge and a system of coupled Painlevé XXXIV equations
• Moments of random matrices and hypergeometric orthogonal polynomials
• Critical edge behavior in the perturbed Laguerre unitary ensemble and the Painlevé V transcendent
• Hankel determinants for a singular complex weight and the first and third Painlevé transcendents
• Painlevé III asymptotics of Hankel determinants for a perturbed Jacobi weight
• Random matrix ensembles with singularities and a hierarchy of Painlevé III equations
• Critical edge behavior and the Bessel to Airy transition in the singularly perturbed Laguerre unitary ensemble
• Gap probability at the hard edge for random matrix ensembles with pole singularities in the potential
• Asymptotics of the largest eigenvalue distribution of the Laguerre unitary ensemble
• The Lenard recursion relation and a family of singularly perturbed matrix models
• Applications in random matrix theory of a \(\mathrm{PIII}^\prime\tau\)-function sequence from Okamoto's Hamiltonian formulation
• Asymptotic relations for semi-classical Laguerre orthogonal polynomials and the associated Hankel determinants
• Critical edge behavior in the singularly perturbed Pollaczek–Jacobi type unitary ensemble
• Hankel determinant and orthogonal polynomials for a perturbed Gaussian weight: From finite n to large n asymptotics
• Orthogonal polynomials with a singularly perturbed Airy weight
• Gaussian unitary ensembles with jump discontinuities, PDEs, and the coupled Painlevé IV system
• Painlevé V and the Hankel determinant for a singularly perturbed Jacobi weight

This page was built for publication: A matrix model with a singular weight and Painlevé III

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2515019)