The Hermitian two matrix model with an even quartic potential

DOI10.1090/S0065-9266-2011-00639-8zbMATH Open1247.15032arXiv1010.4282MaRDI QIDQ2882489FDOQ2882489

Authors: Maurice Duits, Man Yue Mo, Arno B. J. Kuijlaars 

Publication date: 6 May 2012

Published in: Memoirs of the American Mathematical Society (Search for Journal in Brave)

Abstract: We consider the two matrix model with an even quartic potential W(y)=y^4/4+alpha y^2/2 and an even polynomial potential V(x). The main result of the paper is the formulation of a vector equilibrium problem for the limiting mean density for the eigenvalues of one of the matrices M_1. The vector equilibrium problem is defined for three measures, with external fields on the first and third measures and an upper constraint on the second measure. The proof is based on a steepest descent analysis of a 4 x 4 matrix valued Riemann-Hilbert problem that characterizes the correlation kernel for the eigenvalues of M_1. Our results generalize earlier results for the case alpha=0, where the external field on the third measure was not present.

Full work available at URL: https://arxiv.org/abs/1010.4282

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zbMATH Keywords

eigenvalue distributionvector equilibrium problemRiemann-Hilbert problemsteepest descent methodHamiltonian matricesquartic potentialbiorthogonal polynomialssaddle point equationHermitian two matrix model

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Harmonic, subharmonic, superharmonic functions in two dimensions (31A05) Phase transitions (general) in equilibrium statistical mechanics (82B26) Compact Riemann surfaces and uniformization (30F10) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Boundary value problems in the complex plane (30E25)

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Cited In (28)

• A vector equilibrium problem for the two-matrix model in the quartic/quadratic case
• On global fluctuations for non-colliding processes
• The tacnode Riemann-Hilbert problem
• Large deviations for a non-centered Wishart matrix
• A critical phenomenon in the two-matrix model in the quartic/quadratic case
• Critical measures for vector energy: global structure of trajectories of quadratic differentials
• Universality in the two‐matrix model: a Riemann‐Hilbert steepest‐descent analysis
• Eigenvalue density in Hermitian matrix models by the Lax pair method
• Strong asymptotics for Cauchy biorthogonal polynomials with application to the Cauchy two-matrix model
• Orthogonal polynomials in the normal matrix model with a cubic potential
• Weakly admissible vector equilibrium problems
• S-curves in polynomial external fields
• Average characteristic polynomials of determinantal point processes
• Large \(n\) limit for the product of two coupled random matrices
• Central limit theorems for biorthogonal ensembles and asymptotics of recurrence coefficients
• One-matrix differential reformulation of two-matrix models
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• Global fluctuations for multiple orthogonal polynomial ensembles
• The global parametrix in the Riemann-Hilbert steepest descent analysis for orthogonal polynomials
• Weakly admissible vector equilibrium problems
• Universality conjecture and results for a model of several coupled positive-definite matrices
• Average characteristic polynomials in the two-matrix model
• Random matrix model with external source and a constrained vector equilibrium problem
• Universality in the two matrix model with a monomial quartic and a general even polynomial potential
• Painlevé kernels in Hermitian matrix models
• Critical measures for vector energy: asymptotics of non-diagonal multiple orthogonal polynomials for a cubic weight
• Asymptotic analysis of the two-matrix model with a quartic potential

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