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

DOI10.1093/IMRN/RNN017MaRDI QIDQ3515969zbMATH OpenOpenAlexFDO

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)

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

Mathematics Subject Classification ID

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

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.

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Cited in

(31)

• Non-Hermitian orthogonal polynomials on a trefoil
• 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
• Ermakov-Painlevé II symmetry reduction of a Korteweg capillarity system
• On Airy solutions of the second Painlevé equation
• Local central limit theorem for determinantal point processes
• Phase transitions and equilibrium measures in random matrix models
• Non-intersecting squared Bessel paths at a hard-edge tacnode
• Some recent methods for establishing universality limits
• Asymptotics for a special solution of the thirty fourth Painlevé equation
• 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
• Airy process with wanderers, KPZ fluctuations, and a deformation of the Tracy-Widom GOE distribution
• Critical behavior of nonintersecting Brownian motions at a tacnode
• Painlevé V, Painlevé XXXIV and the degenerate Laguerre unitary ensemble
• Multi-critical unitary random matrix ensembles and the general Painlevé II equation

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