Large $n$ limit of Gaussian random matrices with external source. III: Double scaling limit

DOI10.1007/s00220-006-0159-1zbMath1126.82010arXivmath-ph/0602064OpenAlexW3105334966MaRDI QIDQ883046

Arno B. J. Kuijlaars, Pavel M. Bleher

Publication date: 31 May 2007

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math-ph/0602064

zbMATH Keywords

Riemann-Hilbert problem external source random matrix ensemble Deift/Zhou steepest descent method double-scaling limit Pearcey integrals

Mathematics Subject Classification ID

Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Random matrices (algebraic aspects) (15B52) Limit theorems in probability theory (60F99)

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Cites Work

Large \(n\) limit of Gaussian random matrices with external source. III: Double scaling limit