English

Local universality in biorthogonal Laguerre ensembles

Mathematical Physics 2015-09-30 v2 Classical Analysis and ODEs math.MP Probability

Abstract

We consider nn particles 0x1<x2<<xn<+0\leq x_1<x_2< \cdots < x_n < +\infty, distributed according to a probability measure of the form 1Zn1i<jn(xjxi)1i<jn(xjθxiθ)j=1nxjαexj\udxj,  α>1,  θ>0, \frac{1}{Z_n}\prod_{1\leq i <j \leq n}(x_j-x_i)\prod_{1\leq i <j \leq n}(x_j^{\theta}-x_i^{\theta})\prod_{j=1}^nx_j^\alpha e^{-x_j}\ud x_j, ~~ \alpha>-1,~~ \theta>0, where ZnZ_n is the normalization constant. This distribution arises in the context of modeling disordered conductors in the metallic regime, and can also be realized as the distribution for squared singular values of certain triangular random matrices. We give a double contour integral formula for the correlation kernel, which allows us to establish universality for the local statistics of the particles, namely, the bulk universality and the soft edge universality via the sine kernel and the Airy kernel, respectively. In particular, our analysis also leads to new double contour integral representations of scaling limits at the origin (hard edge), which are equivalent to those found in the classical work of Borodin. We conclude this paper by relating the correlation kernels to those appearing in recent studies of products of MM Ginibre matrices for the special cases θ=MN\theta=M\in\mathbb{N}.

Keywords

Cite

@article{arxiv.1502.03160,
  title  = {Local universality in biorthogonal Laguerre ensembles},
  author = {Lun Zhang},
  journal= {arXiv preprint arXiv:1502.03160},
  year   = {2015}
}

Comments

25 pages, 3 figures, revised version according to the suggestions of the anonymous referees. To appear in Journal of Statistical Physics