English

Critical edge behavior in unitary random matrix ensembles and the thirty fourth Painleve transcendent

Classical Analysis and ODEs 2010-07-30 v1 Mathematical Physics math.MP

Abstract

We describe a new universality class for unitary invariant random matrix ensembles. It arises in the double scaling limit of ensembles of random n×nn \times n Hermitian matrices Zn,N1detM2αeN\TrV(M)dMZ_{n,N}^{-1} |\det M|^{2\alpha} e^{-N \Tr V(M)} dM with α>1/2\alpha > -1/2, where the factor detM2α|\det M|^{2\alpha} induces critical eigenvalue behavior near the origin. Under the assumption that the limiting mean eigenvalue density associated with VV 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 n,Nn, N \to \infty such that n2/3(n/N1)=O(1)n^{2/3}(n/N-1) = O(1). We use the Deift-Zhou steepest descent method for the Riemann-Hilbert problem for polynomials on the line orthogonal with respect to the weight x2αeNV(x)|x|^{2\alpha} e^{-NV(x)}. Our main attention is on the construction of a local parametrix near the origin by means of the ψ\psi-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