First colonization of a spectral outpost in random matrix theory

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Publication:836089

DOI10.1007/S00365-008-9026-YzbMATH Open1169.05385arXiv0711.3625OpenAlexW1981257234MaRDI QIDQ836089FDOQ836089

Seung-Yeop Lee, M. Bertola

Publication date: 31 August 2009

Published in: Constructive Approximation (Search for Journal in Brave)

Abstract: We describe the distribution of the first finite number of eigenvalues in a newly-forming band of the spectrum of the random Hermitean matrix model. The method is rigorously based on the Riemann-Hilbert analysis of the corresponding orthogonal polynomials. We provide an analysis with an error term of order N^(-2 h) where 1/h = 2 nu+2 is the exponent of non-regularity of the effective potential, thus improving even in the usual case the analysis of the pertinent literature. The behavior of the first finite number of zeroes (eigenvalues) appearing in the new band is analyzed and connected with the location of the zeroes of certain Freud polynomials. In general all these newborn zeroes approach the point of nonregularity at the rate N^(-h) whereas one (a stray zero) lags behind at a slower rate of approach. The kernels for the correlator functions in the scaling coordinate near the emerging band are provided together with the subleading term: in particular the transition between K and K+1 eigenvalues is analyzed in detail.


Full work available at URL: https://arxiv.org/abs/0711.3625




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