Boundary conditions for scaled random matrix ensembles in the bulk of the spectrum

DOI10.1088/1751-8113/40/42/S16MaRDI QIDQ5424938zbMATH OpenOpenAlexFDO

Authors A. V. Kitaev, Nicholas S. Witte

Publication date 7 November 2007

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0706.0359

zbMATH Keywords

boundary conditionsPainlevé equationsspectral average

Mathematics Subject Classification ID

Stokes phenomena and connection problems (linear and nonlinear) for ordinary differential equations in the complex domain (34M40) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55)

Abstract: A spectral average which generalises the local spacing distribution of the eigenvalues of random $NimesN$ hermitian matrices in the bulk of their spectrum as $Noinfty$ is known to be a $au$-function of the fifth Painlev'e system. This $au$-function, $au(s)$, has generic parameters and is transcendental but is characterised by particular boundary conditions about the singular point $s=0$, which we determine here. When the average reduces to the local spacing distribution we find that $au$-function is of the separatrix, or partially truncated type.

Recommendations

• Edge scaling limits for a family of non-Hermitian random matrix ensembles
• The spectrum edge of random matrix ensembles.
• On the integrated density of states for a certain ensemble of random matrices
• A limit theorem at the edge of a non-Hermitian random matrix ensemble
• Random matrices in non-confining potentials
• Gap probabilities in the finite and scaled Cauchy random matrix ensembles
• Self-consistent perturbation theory for random matrix ensembles
• Edge scaling limit of the spectral radius for random normal matrix ensembles at hard edge
• A phase transition for the limiting spectral density of random matrices

Cited in

(5)

• On the analysis of incomplete spectra in random matrix theory through an extension of the Jimbo-Miwa-Ueno differential
• Return probability and scaling exponents in the critical random matrix ensemble
• Application of theτ-function theory of Painlevé equations to random matrices:P_VI, the JUE, CyUE, cJUE and scaled limits
• Boundary conditions associated with the Painlevé III′ and V evaluations of some random matrix averages
• Weak and strong confinement in the Freud random matrix ensemble and gap probabilities

This page was built for publication: Boundary conditions for scaled random matrix ensembles in the bulk of the spectrum

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5424938)