English

Universality of a double scaling limit near singular edge points in random matrix models

Mathematical Physics 2009-11-11 v1 math.MP

Abstract

We consider unitary random matrix ensembles Z_{n,s,t}^{-1}e^{-n tr V_{s,t}(M)}dM on the space of Hermitian n x n matrices M, where the confining potential V_{s,t} is such that the limiting mean density of eigenvalues (as n\to\infty and s,t\to 0) vanishes like a power 5/2 at a (singular) endpoint of its support. The main purpose of this paper is to prove universality of the eigenvalue correlation kernel in a double scaling limit. The limiting kernel is built out of functions associated with a special solution of the P_I^2 equation, which is a fourth order analogue of the Painleve I equation. In order to prove our result, we use the well-known connection between the eigenvalue correlation kernel and the Riemann-Hilbert (RH) problem for orthogonal polynomials, together with the Deift/Zhou steepest descent method to analyze the RH problem asymptotically. The key step in the asymptotic analysis will be the construction of a parametrix near the singular endpoint, for which we use the model RH problem for the special solution of the P_I^2 equation. In addition, the RH method allows us to determine the asymptotics (in a double scaling limit) of the recurrence coefficients of the orthogonal polynomials with respect to the varying weights e^{-nV_{s,t}} on \mathbb{R}. The special solution of the P_I^2 equation pops up in the n^{-2/7}-term of the asymptotics.

Keywords

Cite

@article{arxiv.math-ph/0607043,
  title  = {Universality of a double scaling limit near singular edge points in random matrix models},
  author = {T. Claeys and M. Vanlessen},
  journal= {arXiv preprint arXiv:math-ph/0607043},
  year   = {2009}
}

Comments

32 pages, 3 figures