Janossy Densities for Unitary Ensembles at the Spectral Edge

DOI10.1093/IMRN/RNN037zbMATH Open1151.15020arXiv0706.0921OpenAlexW2962952898MaRDI QIDQ3515965FDOQ3515965

Authors: Brian Rider, X. Zhou 

Publication date: 30 July 2008

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

Abstract: For a broad class of unitary ensembles of random matrices we demonstrate the universal nature of the Janossy densities of eigenvalues near the spectral edge, providing a different formulation of the probability distributions of the limiting second, third, etc. largest eigenvalues of the ensembles in question. The approach is based on a representation of the Janossy densities in terms of a system of orthogonal polynomials, plus the steepest descent method of Deift and Zhou for the asymptotic analysis of the associated Riemann-Hilbert problem.

Full work available at URL: https://arxiv.org/abs/0706.0921

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zbMATH Keywords

Riemann-Hilbert problemunitary random matricesJanossy densities

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Riemann-Hilbert problems in context of PDEs (35Q15)

Cited In (7)

• Universal structure and universal equations (PDE) for unitary ensembles
• Janossy densities. II: Pfaffian ensembles
• Universality of the matrix Airy and Bessel functions at spectral edges of unitary ensembles
• Janossy densities of coupled random matrices
• Joint distribution of the first and second eigenvalues at the soft edge of unitary ensembles
• Near-extreme eigenvalues and the first gap of Hermitian random matrices
• Janossy densities. I: Determinantal ensembles

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