Random matrix ensembles with singularities and a hierarchy of Painlevé III equations

DOI10.1093/IMRN/RNV195zbMATH Open1404.60009arXiv1501.04475OpenAlexW2105321865MaRDI QIDQ4560417FDOQ4560417

Authors: Max R. Atkin, Tom Claeys, F. Mezzadri 

Publication date: 12 December 2018

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

Abstract: We study unitary invariant random matrix ensembles with singular potentials. We obtain asymptotics for the partition functions associated to the Laguerre and Gaussian Unitary Ensembles perturbed with a pole of order $k$ at the origin, in the double scaling limit where the size of the matrices grows, and at the same time the strength of the pole decreases at an appropriate speed. In addition, we obtain double scaling asymptotics of the correlation kernel for a general class of ensembles of positive-definite Hermitian matrices perturbed with a pole. Our results are described in terms of a hierarchy of higher order analogues to the Painlev'e III equation, which reduces to the Painlev'e III equation itself when the pole is simple.

Full work available at URL: https://arxiv.org/abs/1501.04475

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Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55)

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• Painlevé I double scaling limit in the cubic random matrix model
• Painlevé III' and the Hankel determinant generated by a singularly perturbed Gaussian weight
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• Applications in random matrix theory of a \(\mathrm{PIII}^\prime\tau\)-function sequence from Okamoto's Hamiltonian formulation
• Tracy-Widom distributions in critical unitary random matrix ensembles and the coupled Painlevé II system
• Painlevé III and a singular linear statistics in Hermitian random matrix ensembles. I.
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• 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
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• Application of the τ‐function theory of Painlevé equations to random matrices: P_V, P_III, the LUE, JUE, and CUE
• The Lenard recursion relation and a family of singularly perturbed matrix models
• Singular values for products of two coupled random matrices: hard edge phase transition
• Gaussian unitary ensembles with jump discontinuities, PDEs, and the coupled Painlevé IV system
• Gap probability at the hard edge for random matrix ensembles with pole singularities in the potential
• Laguerre unitary ensembles with jump discontinuities, PDEs and the coupled Painlevé V system
• Moments of random matrices and hypergeometric orthogonal polynomials
• On the ratio probability of the smallest eigenvalues in the Laguerre unitary ensemble
• Gaussian unitary ensemble with boundary spectrum singularity and \(\sigma\)-form of the Painlevé II equation
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• Asymptotics of the largest eigenvalue distribution of the Laguerre unitary ensemble
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