Universality in unitary random matrix ensembles when the soft edge meets the hard edge
Abstract
Unitary random matrix ensembles Z_{n,N}^{-1} (\det M)^alpha exp(-N Tr V(M)) dM defined on positive definite matrices M, where alpha > -1 and V is real analytic, have a hard edge at 0. The equilibrium measure associated with V typically vanishes like a square root at soft edges of the spectrum. For the case that the equilibrium measure vanishes like a square root at 0, we determine the scaling limits of the eigenvalue correlation kernel near 0 in the limit when n, N tend to infinity such that n/N - 1 = O(n^{-2/3}). For each value of alpha > -1 we find a one-parameter family of limiting kernels that we describe in terms of the Hastings-McLeod solution of the Painleve II equation with parameter alpha + 1/2.
Keywords
Cite
@article{arxiv.math-ph/0701003,
title = {Universality in unitary random matrix ensembles when the soft edge meets the hard edge},
author = {Tom Claeys and Arno B. J. Kuijlaars},
journal= {arXiv preprint arXiv:math-ph/0701003},
year = {2010}
}
Comments
19 pages, 2 figures, one remark and four references added, typos corrected