The Hermitian two matrix model with an even quartic potential

DOI10.1090/S0065-9266-2011-00639-8MaRDI QIDQ2882489zbMATH OpenFDO

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)

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

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)

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.

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Cited in

(28)

• Painlevé kernels in Hermitian matrix models
• Large deviations for a non-centered Wishart matrix
• Universality in the two‐matrix model: a Riemann‐Hilbert steepest‐descent analysis
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