Related papers: Painlev\'e I double scaling limit in the cubic ran…
The increasing tritronqu\'ee solutions of the Painlev\'e-II equation with parameter $\alpha$ exhibit square-root asymptotics in the maximally-large sector $|\arg(x)|<\tfrac{2}{3}\pi$ and have recently appeared in applications where it is…
In this paper, we study a well known asymptotic limit in which the second Painlev\'e equation (P_II) becomes the first Painlev\'e equation (P_I). The limit preserves the Painlev\'e property (i.e. that all movable singularities of all…
This paper is a continuation of our analysis, begun in arXiv:1310.2276, of the rational solutions of the inhomogeneous Painleve-II equation and associated rational solutions of the homogeneous coupled Painleve-II system in the limit of…
It is well-known that the first and second Painlev\'e equations admit solutions characterised by divergent asymptotic expansions near infinity in specified sectors of the complex plane. Such solutions are pole-free in these sectors and…
We consider the double scaling limit for a model of $n$ non-intersecting squared Bessel processes in the confluent case: all paths start at time $t=0$ at the same positive value $x=a$, remain positive, and are conditioned to end at time…
We study multiplicative statistics for the eigenvalues of unitarily-invariant Hermitian random matrix models. We consider one-cut regular polynomial potentials and a large class of multiplicative statistics. We show that in the large matrix…
This is a review of the Riemann-Hilbert approach to the large $N$ asymptotics in random matrix models and its applications. We discuss the following topics: random matrix models and orthogonal polynomials, the Riemann-Hilbert approach to…
Okamoto has obtained a sequence of $\tau$-functions for the \PVI system expressed as a double Wronskian determinant based on a solution of the Gauss hypergeometric equation. Starting with integral solutions of the Gauss hypergeometric…
We study expectations of powers and correlation functions for characteristic polynomials of $N \times N$ non-Hermitian random matrices. For the $1$-point and $2$-point correlation function, we obtain several characterizations in terms of…
We derive semiclassical asymptotics for the orthogonal polynomials P_n(z) on the line with respect to the exponential weight \exp(-NV(z)), where V(z) is a double-well quartic polynomial, in the limit when n, N \to \infty. We assume that…
We study the recurrence coefficients of the monic polynomials $P_n(z)$ orthogonal with respect to the deformed (also called semi-classical) Freud weight \begin{equation*} w_{\alpha}(x;s,N)=|x|^{\alpha}{\rm…
We prove that the topological recursion formalism can be used to compute the WKB expansion of solutions of second order differential operators obtained by quantization of any hyper-elliptic curve. We express this quantum curve in terms of…
We study a critical behavior for the eigenvalue statistics in the two-matrix model in the quartic/quadratic case. For certain parameters, the eigenvalue distribution for one of the matrices has a limit that vanishes with an exponent 1/2 in…
The Riemann-Hilbert method is employed to carry out an asymptotic analysis of a family of $\sigma$-Painlev\'e V functions associated with Hankel determinants involving the confluent hypergeometric function of the second kind. In the…
We analyze the one parameter family of tronqu\'ee solutions of the Painlev\'e equation \P1 in the pole-free sectors together with the region of the first array of poles. We find a convergent expansion for these solutions, containing one…
We carry out the asymptotic analysis as $n \to \infty$ of a class of orthogonal polynomials $p_{n}(z)$ of degree $n$, defined with respect to the planar measure \begin{equation*} d\mu(z) = (1-|z|^{2})^{\alpha-1}|z-x|^{\gamma}\mathbf{1}_{|z|…
We show that the Kontsevich integral on $n\times n$ matrices ($n< \infty$) is the isomonodromic tau function associated to a $2\times 2$ Riemann--Hilbert problem. The approach allows us to gain control of the analysis of the convergence as…
We study the full asymptotic expansion of the monodromy data ({\it i.e.}, Stokes multipliers) for the first Painlev\'{e} transcendent (PI) with large initial data or large pole parameters. Our primary approach involves refining the complex…
We consider the asymptotics of the partition function of the extended Gross-Witten-Wadia unitary matrix model by introducing an extra logarithmic term in the potential. The partition function can be written as a Toeplitz determinant with…
We study the spectral norm of large rectangular random Toeplitz and circulant matrices with independent entries. For Toeplitz matrices, we show that the scaled norm converges to the norm of a bilinear operator defined via the pointwise…