Large N-limit for random matrices with external source with three distinct eigenvalues

DOI10.1142/S2010326316500052MaRDI QIDQ2809330zbMATHFDO

Authors Yang Chen, En. Gui Fan, Jian Xu

Publication date 27 May 2016

Published in Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1510.00323

zbMATH Keywords

random matricesmultiple orthogonal polynomialsRiemann-Hilbert problemlarge \(\mathrm{N}\)-limit

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Asymptotic distribution of eigenvalues, asymptotic theory of eigenfunctions for ordinary differential operators (34L20) Boundary value problems in the complex plane (30E25) Inverse problems (Riemann-Hilbert, inverse differential Galois, etc.) for ordinary differential equations in the complex domain (34M50)

Abstract: In this paper, we analyze the large n-limit for random matrix with external source with three distinct eigenvalues. And we confine ourselves in the Hermite case and the three distinct eigenvalues are $-a,0,a$. For the case $a^2>3$, we establish the universal behavior of local eigenvalue correlations in the limit $nightarrowinfty$, which is known from unitarily invariant random matrix models. Thus, local eigenvalue correlations are expressed in terms of the sine kernel in the bulk and in terms of the Airy kernel at the edge of the spectrum. The result can be obtained by analyzing $4imes4$ Riemann-Hilbert problem via nonlinear steepest decent method.

Recommendations

• Large \(n\) limit of Gaussian random matrices with external source. I
• Large \(n\) limit of Gaussian random matrices with external source. II
• Large \(n\) limit of Gaussian random matrices with external source. III: Double scaling limit
• Universality of correlation functions of Hermitian random matrices in an external field
• Random matrices with equispaced external source

Cites work

• scientific article; zbMATH DE number 2207713 (Why is no real title available?)
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• Large \(n\) limit of Gaussian random matrices with external source. I
• Large \(n\) limit of Gaussian random matrices with external source. II
• Large \(n\) limit of Gaussian random matrices with external source. III: Double scaling limit
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Cited in

(5)

• Large \(n\) limit of Gaussian random matrices with external source. II
• Large \(n\) limit of Gaussian random matrices with external source. I
• Spectral curves, variational problems and the Hermitian matrix model with external source
• Large \(n\) limit of Gaussian random matrices with external source. III: Double scaling limit
• Long‐time asymptotics to the defocusing generalized nonlinear Schrödinger equation with the decaying initial value problem

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