Characteristic polynomials of complex random matrices and Painlev\'e transcendents

DOI10.1093/IMRN/RNAA111arXiv1909.06334MaRDI QIDQ6325254FDOQ6325254

Nick Simm, Alfredo Deaño

Publication date: 13 September 2019

Abstract: We study expectations of powers and correlation functions for characteristic polynomials of $NimesN$ non-Hermitian random matrices. For the $1$-point and $2$-point correlation function, we obtain several characterizations in terms of Painlev'e transcendents, both at finite-$N$ and asymptotically as $Noinfty$. In the asymptotic analysis, two regimes of interest are distinguished: boundary asymptotics where parameters of the correlation function can touch the boundary of the limiting eigenvalue support and bulk asymptotics where they are strictly inside the support. For the complex Ginibre ensemble this involves Painlev'e IV at the boundary as $Noinfty$. Our approach, together with the results in cite{HW17} suggests that this should arise in a much broader class of planar models. For the bulk asymptotics, one of our results can be interpreted as the merging of two `planar Fisher-Hartwig singularities' where Painlev'e V arises in the asymptotics. We also discuss the correspondence of our results with a normal matrix model with $d$-fold rotational symmetries known as the extit{lemniscate ensemble}, recently studied in cite{BGM, BGG18}. Our approach is flexible enough to apply to non-Gaussian models such as the truncated unitary ensemble or induced Ginibre ensemble; we show that in the former case Painlev'e VI arises at finite-$N$. Scaling near the boundary leads to Painlev'e V, in contrast to the Ginibre ensemble.

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) Nonlinear boundary value problems for linear elliptic equations (35J65) Stokes phenomena and connection problems (linear and nonlinear) for ordinary differential equations in the complex domain (34M40)

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