Critical edge behavior and the Bessel to Airy transition in the singularly perturbed Laguerre unitary ensemble

DOI10.1007/s00220-014-2131-9zbMath1303.15047arXiv1309.4354OpenAlexW2032200814MaRDI QIDQ462891

Shuai-Xia Xu, Yu-Qiu Zhao, Dan Dai

Publication date: 22 October 2014

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.4354

zbMATH Keywords

singular perturbationrandom matricesRiemann-Hilbert problemsPainlevé III equationsteepest descent methodeigenvalue correlation kernel

Mathematics Subject Classification ID

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

Related Items (24)

Plancherel-Rotach type asymptotics of the sieved Pollaczek polynomials via the Riemann-Hilbert approach ⋮ Recent advances in asymptotic analysis ⋮ Joint moments of a characteristic polynomial and its derivative for the circular \(\beta \)-ensemble ⋮ Painlevé III Asymptotics of Hankel Determinants for a Perturbed Jacobi Weight ⋮ Hankel determinant and orthogonal polynomials for a Gaussian weight with a discontinuity at the edge ⋮ Singular values for products of two coupled random matrices: hard edge phase transition ⋮ The Hankel determinant associated with a singularly perturbed Laguerre unitary ensemble ⋮ On a distinguished family of random variables and Painlevé equations ⋮ Critical edge behavior in the perturbed Laguerre unitary ensemble and the Painlevé V transcendent ⋮ Critical edge behavior in the singularly perturbed Pollaczek–Jacobi type unitary ensemble ⋮ Gap probability of the circular unitary ensemble with a Fisher-Hartwig singularity and the coupled Painlevé V system ⋮ Single-user MIMO system, Painlevé transcendents, and double scaling ⋮ Tracy-Widom distributions in critical unitary random matrix ensembles and the coupled Painlevé II system ⋮ Gap Probability at the Hard Edge for Random Matrix Ensembles with Pole Singularities in the Potential ⋮ On \(\beta\)-matrix models with singular potential ⋮ Painlevé III asymptotics of Hankel determinants for a singularly perturbed Laguerre weight ⋮ Gaussian unitary ensembles with pole singularities near the soft edge and a system of coupled Painlevé XXXIV equations ⋮ Connection formulas for the Ablowitz–Segur solutions of the inhomogeneous Painlevé II equation ⋮ Singular asymptotics for solutions of the inhomogeneous Painlevé II equation ⋮ Asymptotics of the largest eigenvalue distribution of the Laguerre unitary ensemble ⋮ Applications in random matrix theory of a PIII′ τ-function sequence from Okamoto’s Hamiltonian formulation ⋮ The hard-to-soft edge transition: exponential moments, central limit theorems and rigidity ⋮ Hankel determinants for a singular complex weight and the first and third Painlevé transcendents ⋮ On the condition number of the critically-scaled Laguerre unitary ensemble

Uses Software

• DLMF

Cites Work

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