Critical edge behavior in the modified Jacobi ensemble and Painlevé equations

DOI10.1088/0951-7715/28/6/1633MaRDI QIDQ5264463zbMATHOpenAlexFDO

Authors Shuai-Xia Xu, Yuqiu Zhao

Publication date 27 July 2015

Published in Nonlinearity (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1404.5105

zbMATH Keywords

random matrixRiemann-Hilbert approachuniform asymptotic approximationPainlevé III equationPainlevé V equationmodified Jacobi unitary ensemble

Mathematics Subject Classification ID

Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) Painlevé-type functions (33E17)

Abstract: We study the Jacobi unitary ensemble perturbed by an algebraic singularity at $t>1$. For fixed $t$, this is the modified Jacobi ensemble studied by Kuijlaars {it{et al.}} The main focus here, however, is the case when the algebraic singularity approaches the hard edge, namely $to{1}^{+}$. In the double scaling limit case when $t-1$ is of the order of magnitude of $1/n^2$, $n$ being the size of the matrix, the eigenvalue correlation kernel is shown to have a new limiting kernel at the hard edge $1$, described by the $psi$-functions for a certain second-order nonlinear equation. The equation is related to the Painlev'e III equation by a M"obius transformation. It also furnishes a generalization of the Painlev'e V equation, and can be reduced to a particular Painlev'e V equation via the B"acklund transformations in special cases. The transitions of the limiting kernel to Bessel kernels are also investigated, with $n^2(t-1)$ being large or small. In the present paper, the approach is based on the Deift-Zhou nonlinear steepest descent analysis for Riemann-Hilbert problems.

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(10)

• Gap probability of the circular unitary ensemble with a Fisher-Hartwig singularity and the coupled Painlevé V system
• Critical edge behavior in the perturbed Laguerre unitary ensemble and the Painlevé V transcendent
• Painlevé III asymptotics of Hankel determinants for a perturbed Jacobi weight
• Gaussian unitary ensemble with boundary spectrum singularity and \(\sigma\)-form of the Painlevé II equation
• Hard edge for \(\beta\)-ensembles and Painlevé III
• Critical edge behavior and the Bessel to Airy transition in the singularly perturbed Laguerre unitary ensemble
• Tracy-Widom distributions in critical unitary random matrix ensembles and the coupled Painlevé II system
• Critical edge behavior in the modified Jacobi ensemble and the Painlevé V transcendents
• Random matrices with merging singularities and the Painlevé V equation
• Critical edge behavior in the singularly perturbed Pollaczek–Jacobi type unitary ensemble

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