Quadratic vector equations on complex upper half-plane

DOI10.1090/MEMO/1261MaRDI QIDQ5213185zbMATH OpenOpenAlexWikidataFDO

Authors László Erdős, Torben Krüger, Oskari Heikki Ajanki

Publication date 31 January 2020

Published in Memoirs of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1506.05095

zbMATH Keywords

algebraic singularitycubic cuspdensity of stateslocal lawrandom matricesStieltjes transformWigner-type random matrix

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to linear algebra (15-02) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Spectrum, resolvent (47A10) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

Abstract: We consider the nonlinear equation $-frac1m=z+Sm$ with a parameter $z$ in the complex upper half plane $mathbbH$, where $S$ is a positivity preserving symmetric linear operator acting on bounded functions. The solution with values in $mathbbH$ is unique and its $z$-dependence is conveniently described as the Stieltjes transforms of a family of measures $v$ on $mathbbR$. In [AEK17a] we qualitatively identified the possible singular behaviors of $v$: under suitable conditions on $S$ we showed that in the density of $v$ only algebraic singularities of degree two or three may occur. In this paper we give a comprehensive analysis of these singularities with uniform quantitative controls. We also find a universal shape describing the transition regime between the square root and cubic root singularities. Finally, motivated by random matrix applications in the companion paper [AEK16b], we present a complete stability analysis of the equation for any $zinmathbbH$, including the vicinity of the singularities.

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