Large n limit of Gaussian random matrices with external source. II
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Large \(n\) limit of Gaussian random matrices with external source. II
Large \(n\) limit of Gaussian random matrices with external source. II
Abstract: We continue the study of the Hermitian random matrix ensemble with external source where has two distinct eigenvalues of equal multiplicity. This model exhibits a phase transition for the value , since the eigenvalues of accumulate on two intervals for , and on one interval for . The case 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 . As in part I we apply the Deift/Zhou steepest descent analysis to a -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.
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- On determinant representations of Hermite-Padé polynomials
- Large \(n\) limit for the product of two coupled random matrices
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- On expanding neighborhoods of local universality of Gaussian unitary ensembles
- Asymptotics of Plancherel measures for the infinite-dimensional unitary group
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- Global eigenvalue distribution regime of random matrices with an anharmonic potential and an external source
- Non-intersecting squared Bessel paths with one positive starting and ending point
- Critical behavior in Angelesco ensembles
- Non-intersecting Brownian motions leaving from and going to several points
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- Airy point process via supersymmetric lifts
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- Critical behavior of nonintersecting Brownian motions at a tacnode
- Painlevé kernels in Hermitian matrix models
- Dynamical and quenched random matrices and homolumo gap
- Critical behavior of non-intersecting Brownian motions
- Universality in several-matrix models via approximate transport maps
- Universality of local eigenvalue statistics in random matrices with external source
- Universality in complex Wishart ensembles for general covariance matrices with 2 distinct eigenvalues
- Asymptotic correlations for Gaussian and Wishart matrices with external source
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