Critical edge behavior in unitary random matrix ensembles and the thirty fourth Painleve transcendent
Abstract
We describe a new universality class for unitary invariant random matrix ensembles. It arises in the double scaling limit of ensembles of random Hermitian matrices with , where the factor induces critical eigenvalue behavior near the origin. Under the assumption that the limiting mean eigenvalue density associated with is regular, and that the origin is a right endpoint of its support, we compute the limiting eigenvalue correlation kernel in the double scaling limit as such that . We use the Deift-Zhou steepest descent method for the Riemann-Hilbert problem for polynomials on the line orthogonal with respect to the weight . Our main attention is on the construction of a local parametrix near the origin by means of the -functions associated with a distinguished solution of the Painleve XXXIV equation. This solution is related to a particular solution of the Painleve II equation, which however is different from the usual Hastings-McLeod solution.
Keywords
Cite
@article{arxiv.0704.1972,
title = {Critical edge behavior in unitary random matrix ensembles and the thirty fourth Painleve transcendent},
author = {A. R. Its and A. B. J. Kuijlaars and J. Ostensson},
journal= {arXiv preprint arXiv:0704.1972},
year = {2010}
}
Comments
51 pages, 6 figures