Critical edge behavior in the modified Jacobi ensemble and Painlevé equations

DOI10.1088/0951-7715/28/6/1633zbMATH Open1318.33040arXiv1404.5105OpenAlexW3102062667MaRDI QIDQ5264463FDOQ5264463

Shuai-Xia Xu, Yuqiu Zhao

Publication date: 27 July 2015

Published in: Nonlinearity (Search for Journal in Brave)

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.

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

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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)

Cited In (6)

• Critical edge behavior in the singularly perturbed Pollaczek–Jacobi type unitary ensemble
• Tracy-Widom distributions in critical unitary random matrix ensembles and the coupled Painlevé II system
• Critical edge behavior in the perturbed Laguerre unitary ensemble and the Painlevé V transcendent
• Random matrices with merging singularities and the Painlevé V equation
• Painlevé III Asymptotics of Hankel Determinants for a Perturbed Jacobi Weight
• Gap probability of the circular unitary ensemble with a Fisher-Hartwig singularity and the coupled Painlevé V system

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