Gap Probability at the Hard Edge for Random Matrix Ensembles with Pole Singularities in the Potential

DOI10.1137/17M1153704zbMath1401.60009arXiv1710.08132OpenAlexW2963993084MaRDI QIDQ4637774

Shuai-Xia Xu, Dan Dai, Lun Zhang

Publication date: 26 April 2018

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.08132

zbMATH Keywords

asymptoticsRiemann-Hilbert problemsingular potentialsunitary ensemblesgap probabilityDeift-Zhou steepest descent analysisPainlevé and coupled Painlevé equations

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) Painlevé-type functions (33E17)

Related Items (6)

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 ⋮ Laguerre unitary ensembles with jump discontinuities, PDEs and the coupled Painlevé V system ⋮ Tracy-Widom distributions in critical unitary random matrix ensembles and the coupled Painlevé II system ⋮ Gaussian unitary ensembles with pole singularities near the soft edge and a system of coupled Painlevé XXXIV equations ⋮ Asymptotics of the largest eigenvalue distribution of the Laguerre unitary ensemble

Uses Software

• DLMF

Cites Work

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