Critical edge behavior in the singularly perturbed Pollaczek–Jacobi type unitary ensemble

DOI10.1142/S2010326322500137MaRDI QIDQ6085487zbMATH OpenOpenAlexFDO

Authors Zhaoyu Wang, En. Gui Fan

Publication date 8 November 2023

Published in Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2004.11971

zbMATH Keywords

Deift-Zhou nonlinear steepest descent methodeigenvalue correlation kernelRiemann-Hilbert problemssingularly perturbed Pollaczek-Jacobi-type weightstrong asymptotic expansions

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Inverse problems (Riemann-Hilbert, inverse differential Galois, etc.) for ordinary differential equations in the complex domain (34M50) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) Random matrices (probabilistic aspects) (60B20)

Abstract: In this paper, we study the strong asymptotic for the orthogonal polynomials and universality associated with singularly perturbed Pollaczek-Jacobi type weight ${\displaystyle }$w_{p_J2}(x,t)=e^{-frac{t}{x(1-x)}}x^alpha(1-x)^�eta, ${\displaystyle }$ where $tge0$, $alpha>0$, $$ and $xin[0,1].$ Our main results obtained here include two aspects: { I. Strong asymptotics:} We obtain the strong asymptotic expansions for the monic Pollaczek-Jacobi type orthogonal polynomials in different interval $(0,1)$ and outside of interval $$, respectively; Due to the effect of $fractx(1-x)$ for varying $t$, different asymptotic behaviors at the hard edge $0$ and $1$ were found with different scaling schemes. Specifically, the uniform asymptotic behavior can be expressed as a Airy function in the neighborhood of point $1$ as $zeta=2n^{2}toinfty,noinfty$, while it is given by a Bessel function as $zetao0,noinfty$. { II. Universality:} We respectively calculate the limit of the eigenvalue correlation kernel in the bulk of the spectrum and at the both side of hard edge, which will involve a $psi$-functions associated with a particular Painlev$acutee$ uppercaseexpandafter{ omannumeral3} equation near $x=pm1$. Further, we also prove the $psi$-funcation can be approximated by a Bessel kernel as $zetao0$ compared with a Airy kernel as $zetaoinfty$. Our analysis is based on the Deift-Zhou nonlinear steepest descent method for the Riemann-Hilbert problems.

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Cited in

(6)

• Critical edge behavior in the perturbed Laguerre unitary ensemble and the Painlevé V transcendent
• Asymptotic relations for semi-classical Laguerre orthogonal polynomials and the associated Hankel determinants
• Hankel determinants for a Gaussian weight with Fisher–Hartwig singularities and generalized Painlevé IV equation
• Riemann–Hilbert problem for the Fokas–Lenells equation in the presence of high-order discrete spectrum with non-vanishing boundary conditions
• Ladder operators for Laguerre-type and Jacobi-type orthogonal polynomials
• Painlevé V and the Hankel determinant for a singularly perturbed Jacobi weight

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