Critical Edge Behavior in Unitary Random Matrix Ensembles and the Thirty-Fourth Painlevé Transcendent

DOI10.1093/IMRN/RNN017zbMATH Open1141.82305arXiv0704.1972OpenAlexW2145972770MaRDI QIDQ3515969FDOQ3515969

Authors: A. R. Its, Jörgen Östensson, Arno B. J. Kuijlaars 

Publication date: 30 July 2008

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

Abstract: We describe a new universality class for unitary invariant random matrix ensembles. It arises in the double scaling limit of ensembles of random $nimesn$ Hermitian matrices $Z_{n,N}^{-1}|detM{|}^{2alpha}{e}^{-NTrV(M)}dM$ with $alpha>-1/2$, where the factor $|detM{|}^{2alpha}$ induces critical eigenvalue behavior near the origin. Under the assumption that the limiting mean eigenvalue density associated with $V$ is regular, and that the origin is a right endpoint of its support, we compute the limiting eigenvalue correlation kernel in the double scaling limit as $n,Noinfty$ such that $n^{2/3}(n/N-1)=O(1)$. We use the Deift-Zhou steepest descent method for the Riemann-Hilbert problem for polynomials on the line orthogonal with respect to the weight $|x{|}^{2alpha}{e}^{-NV(x)}$. Our main attention is on the construction of a local parametrix near the origin by means of the $psi$-functions associated with a distinguished solution of the Painleve XXXIV equation. This solution is related to a particular solution of the Painleve II equation, which however is different from the usual Hastings-McLeod solution.

Full work available at URL: https://arxiv.org/abs/0704.1972

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Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Classical equilibrium statistical mechanics (general) (82B05)

Cited In (31)

• Painlevé III asymptotics of Hankel determinants for a perturbed Jacobi weight
• Critical edge behavior and the Bessel to Airy transition in the singularly perturbed Laguerre unitary ensemble
• On Airy solutions of the second Painlevé equation
• Ermakov-Painlevé II symmetry reduction of a Korteweg capillarity system
• Local central limit theorem for determinantal point processes
• Phase transitions and equilibrium measures in random matrix models
• Asymptotics for a special solution of the thirty fourth Painlevé equation
• Non-intersecting squared Bessel paths at a hard-edge tacnode
• Some recent methods for establishing universality limits
• On integrals of the tronquée solutions and the associated Hamiltonians for the Painlevé II equation
• Tracy-Widom distributions in critical unitary random matrix ensembles and the coupled Painlevé II system
• Painlevé III asymptotics of Hankel determinants for a singularly perturbed Laguerre weight
• Large \(z\) asymptotics for special function solutions of Painlevé II in the complex plane
• Spectral curves, variational problems and the Hermitian matrix model with external source
• Gaussian unitary ensembles with pole singularities near the soft edge and a system of coupled Painlevé XXXIV equations
• Critical edge behavior in the perturbed Laguerre unitary ensemble and the Painlevé V transcendent
• Random matrices with merging singularities and the Painlevé V equation
• Critical edge behavior in the modified Jacobi ensemble and the Painlevé V transcendents
• Pole-free solutions of the first Painlevé hierarchy and non-generic critical behavior for the KdV equation
• Universality limits in the bulk for varying measures
• Painlevé II in random matrix theory and related fields
• Riemann-Hilbert analysis for a Nikishin system
• Higher-order analogues of the Tracy-Widom distribution and the Painlevé II hierarchy
• Jacobi matrices on trees generated by Angelesco systems: asymptotics of coefficients and essential spectrum
• Painlevé IV Asymptotics for Orthogonal Polynomials with Respect to a Modified Laguerre Weight
• Painlevé XXXIV asymptotics of orthogonal polynomials for the Gaussian weight with a jump at the edge
• Critical behavior of nonintersecting Brownian motions at a tacnode
• Airy process with wanderers, KPZ fluctuations, and a deformation of the Tracy-Widom GOE distribution
• Painlevé V, Painlevé XXXIV and the degenerate Laguerre unitary ensemble
• Multi-critical unitary random matrix ensembles and the general Painlevé II equation
• Non-Hermitian orthogonal polynomials on a trefoil

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