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

DOI10.1007/S00220-014-2131-9MaRDI QIDQ462891zbMATHOpenAlexFDO

Authors Shuai-Xia Xu, Dan Dai, Yuqiu Zhao

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

random matricesRiemann-Hilbert problemssingular perturbationsteepest descent methodeigenvalue correlation kernelPainlevé III equation

Mathematics Subject Classification ID

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

Abstract: In this paper, we study the singularly perturbed Laguerre unitary ensemble ${\displaystyle }$ frac{1}{Z_n} (det M)^alpha e^{- extrm{tr}, V_t(M)}dM, qquad alpha >0, ${\displaystyle }$ with $V_t(x)=x+t/x$, $xin(0,+infty)$ and $t>0$. Due to the effect of $t/x$ for varying $t$, the eigenvalue correlation kernel has a new limit instead of the usual Bessel kernel at the hard edge 0. This limiting kernel involves $psi$-functions associated with a special solution to a new third-order nonlinear differential equation, which is then shown equivalent to a particular Painlev'e III equation. The transition of this limiting kernel to the Bessel and Airy kernels is also studied when the parameter $t$ changes in a finite interval $(0,d]$. Our approach is based on Deift-Zhou nonlinear steepest descent method for Riemann-Hilbert problems.

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Cited in

(30)

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• Applications in random matrix theory of a \(\mathrm{PIII}^\prime\tau\)-function sequence from Okamoto's Hamiltonian formulation

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