The Riemann-Hilbert Approach to Double Scaling Limit of Random Matrix Eigenvalues Near the "Birth of a Cut" Transition

DOI10.1093/IMRN/RNN042zbMATH Open1149.15017arXiv0711.3208OpenAlexW2082978869MaRDI QIDQ3515964FDOQ3515964

Authors: Man Yue Mo 

Publication date: 30 July 2008

Published in: IMRN. International Mathematics Research Notices (Search for Journal in Brave)

Abstract: In this paper we studied the double scaling limit of a random unitary matrix ensemble near a singular point where a new cut is emerging from the support of the equilibrium measure. We obtained the asymptotic of the correlation kernel by using the Riemann-Hilbert approach. We have shown that the kernel near the critical point is given by the correlation kernel of a random unitary matrix ensemble with weight $e^{-x^{2u}}$. This provides a rigorous proof of the previous results of Eynard.

Full work available at URL: https://arxiv.org/abs/0711.3208

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zbMATH Keywords

Riemann-Hilbert problemorthogonal polynomialdouble scaling limitrandom matrix ensembleDeift-Zhou steepest descent method

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Transition functions, generators and resolvents (60J35)

Cited In (18)

• The Hermitian two matrix model with an even quartic potential
• Double scaling limit in the random matrix model: The Riemann-Hilbert approach
• Laguerre polynomials and transitional asymptotics of the modified Korteweg-de Vries equation for step-like initial data
• Phase transitions and equilibrium measures in random matrix models
• Double scaling limit in random matrix models and a nonlinear hierarchy of differential equations
• Asymptotics for Hankel determinants associated to a Hermite weight with a varying discontinuity
• First colonization of a hard-edge in random matrix theory
• Birth of a Cut in Unitary Random Matrix Ensembles
• Integrability-preserving regularizations of Laplacian growth
• Universality in the two‐matrix model: a Riemann‐Hilbert steepest‐descent analysis
• Universal distribution of random matrix eigenvalues near the ``birth of a cut transition
• Universality of the double scaling limit in random matrix models
• CLT for fluctuations of \(\beta \)-ensembles with general potential
• Splitting of a gap in the bulk of the spectrum of random matrices
• Painlevé kernels in Hermitian matrix models
• Nonintersecting Brownian bridges on the unit circle with drift
• A numerical study of the small dispersion limit of the Korteweg-de Vries equation and asymptotic solutions
• Mesoscopic colonization of a spectral band

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