Gaussian unitary ensemble with boundary spectrum singularity and -form of the Painlevé II equation
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Publication:4564865
DOI10.1111/SAPM.12197zbMATH Open1388.60033arXiv1706.03174OpenAlexW2963101742MaRDI QIDQ4564865FDOQ4564865
Authors: Xiao-Bo Wu, Shuai-Xia Xu, Yuqiu Zhao 
Publication date: 7 June 2018
Published in: Studies in Applied Mathematics (Search for Journal in Brave)
Abstract: We consider the Gaussian unitary ensemble perturbed by a Fisher-Hartwig singularity simultaneously of both root type and jump type. In the critical regime where the singularity approaches the soft edge, namely, the edge of the support of the equilibrium measure for the Gaussian weight, the asymptotics of the Hankel determinant and the recurrence coefficients, for the orthogonal polynomials associated with the perturbed Gaussian weight, are obtained and expressed in terms of a family of smooth solutions to the Painlev'{e} XXXIV equation and the -form of the Painlev'{e} II equation. In addition, we further obtain the double scaling limit of the distribution of the largest eigenvalue in a thinning procedure of the conditioning Gaussian unitary ensemble, and the double scaling limit of the correlation kernel for the critical perturbed Gaussian unitary ensemble. The asymptotic properties of the Painlev'{e} XXXIV functions and the -form of the Painlev'{e} II equation are also studied.
Full work available at URL: https://arxiv.org/abs/1706.03174
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Cited In (22)
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- Universality for multiplicative statistics of Hermitian random matrices and the integro-differential Painlevé II equation
- Asymptotics for Hankel determinants associated to a Hermite weight with a varying discontinuity
- On integrals of the tronquée solutions and the associated Hamiltonians for the Painlevé II equation
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- Gaussian ensembles for the nonlinear schrödinger and Kdv equations
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- Painlevé V and confluent Heun equations associated with a perturbed Gaussian unitary ensemble
- Continuous and discrete Painlevé equations arising from the gap probability distribution of the finite \(n\) Gaussian unitary ensembles
- Critical Edge Behavior in Unitary Random Matrix Ensembles and the Thirty-Fourth Painlevé Transcendent
- Painlevé V, Painlevé XXXIV and the degenerate Laguerre unitary ensemble
- On the Fredholm determinant of the confluent hypergeometric kernel with discontinuities
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