Large n limit of Gaussian random matrices with external source. II

DOI10.1007/S00220-005-1367-9zbMATH Open1129.82014arXivmath-ph/0408041OpenAlexW4244334243MaRDI QIDQ2575387FDOQ2575387

Arno B. J. Kuijlaars, Pavel M. Bleher, A. I. Aptekarev

Publication date: 9 December 2005

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

Abstract: We continue the study of the Hermitian random matrix ensemble with external source $frac1Z_n{e}^{-nTr(1/2M^2-AM)}dM$ where $A$ has two distinct eigenvalues $pma$ of equal multiplicity. This model exhibits a phase transition for the value $a=1$, since the eigenvalues of $M$ accumulate on two intervals for $a>1$, and on one interval for $0<a<1$. The case $a>1$ was treated in part I, where it was proved that local eigenvalue correlations have the universal limiting behavior which is known for unitarily invariant random matrices, that is, limiting eigenvalue correlations are expressed in terms of the sine kernel in the bulk of the spectrum, and in terms of the Airy kernel at the edge. In this paper we establish the same results for the case $0<a<1$. As in part I we apply the Deift/Zhou steepest descent analysis to a $3imes3$-matrix Riemann-Hilbert problem. Due to the different structure of an underlying Riemann surface, the analysis includes an additional step involving a global opening of lenses, which is a new phenomenon in the steepest descent analysis of Riemann-Hilbert problems.

Full work available at URL: https://arxiv.org/abs/math-ph/0408041

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Random matrices (algebraic aspects) (15B52) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Limit theorems in probability theory (60F99)

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Cited In (84)

• On the Christoffel-Darboux kernel for random Hermitian matrices with external source
• Dyson's nonintersecting Brownian motions with a few outliers
• Lectures on Random Matrix Models
• Strong asymptotics for the Pollaczek multiple orthogonal polynomials
• Rank 1 real Wishart spiked model
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• Non-intersecting squared Bessel paths and multiple orthogonal polynomials for modified Bessel weights
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• Bulk universality for deformed Wigner matrices
• \(d\)-orthogonal analogs of classical orthogonal polynomials
• Multidimensional Toda lattices: continuous and discrete time
• Large \(n\) limit of Gaussian random matrices with external source. I
• Asymptotics of a discrete-time particle system near a reflecting boundary
• The Pearcey process
• Large \(n\) limit of Gaussian random matrices with external source. III: Double scaling limit
• Random skew plane partitions and the Pearcey process
• Multiple orthogonal polynomials of mixed type and non-intersecting Brownian motions
• On universality of local edge regime for the deformed Gaussian unitary ensemble
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• Random matrices with equispaced external source
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• A note on biorthogonal ensembles
• Universality in the two‐matrix model: a Riemann‐Hilbert steepest‐descent analysis
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• Critical behavior of non-intersecting Brownian motions
• Gaussian Free Field in an Interlacing Particle System with Two Jump Rates
• Random surface growth with a wall and Plancherel measures for O (∞)
• Universality in several-matrix models via approximate transport maps
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• Stability of large complex systems with heterogeneous relaxation dynamics
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• The Mother Body Phase Transition in the Normal Matrix Model
• Electrostatic partners and zeros of orthogonal and multiple orthogonal polynomials
• Spectral curves, variational problems and the Hermitian matrix model with external source
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• Mesoscopic perturbations of large random matrices
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• On determinant representations of Hermite-Padé polynomials
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• Airy process with wanderers, KPZ fluctuations, and a deformation of the Tracy-Widom GOE distribution

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