Related papers: Random Matrices with Merging Singularities and the…

Two families of strongly non-Gaussian random matrix ensembles (RME) are considered. They are statistically equivalent to a one-dimensional plasma of particles interacting logarithmically and confined by the potential that has the long-range…

In this paper we study strong coupling asymptotic expansions of ${\mathcal N}=2$ $D=4$ $SU(2)$ gauge theory partition functions in general $\Omega$-background. This is done by refining Painlev\'e/gauge theory correspondence in terms of…

We place ourselves in the setting of high-dimensional statistical inference, where the number of variables $p$ in a data set of interest is of the same order of magnitude as the number of observations $n$. More formally, we study the…

In this paper, we study the asymptotic behavior of a family of pole-free solutions to the noncommutative Painlev\'e II equation. These particular solutions can be expressed in terms of the Fredholm determinant of the matrix version of the…

We consider the asymptotic behaviour of the second-order correlation function of the characteristic polynomial of a real symmetric random matrix. Our main result is that the existing result for a random matrix from the Gaussian Orthogonal…

We investigate random density matrices obtained by partial tracing larger random pure states. We show that there is a strong connection between these random density matrices and the Wishart ensemble of random matrix theory. We provide…

In this paper, we study the asymptotic behavior and connection problem of Painlev\'e I (PI) equation through a detailed analysis of the Stokes multipliers associated with its solutions. Focusing on the regime where the derivative at the…

We investigate the asymptotic behavior of the number of parts $K_n$ in the Ewens--Pitman partition model under the regime where the diversity parameter is scaled linearly with the sample size, that is, $\theta = \lambda n$ for some~$\lambda…

Let X_R be the zero locus in RP^n of one or two independently and Weyl distributed random real quadratic forms (this is the same as requiring that the corresponding symmetric matrices are in the Gaussian Orthogonal Ensemble). We prove that…

In this paper we derive a hierarchy of differential equations which uniquely determine the coefficients in the asymptotic expansion, for large $N$, of the logarithm of the partition function of $N \times N$ Hermitian random matrices. These…

The asymptotic solution for the Painleve-2 equation with small parameter is considered. The solution has algebraic behavior before point $t_*$ and fast oscillating behavior after the point $t_*$. In the transition layer the behavior of the…

In this paper, we revisit the asymptotic formulas of real Painlev\'e I transcendents as the independent variable tends to negative infinity, which were initially derived by Kapaev with the complex WKB method. Using the Riemann-Hilbert…

The Painleve-IV equation has two families of rational solutions generated respectively by the generalized Hermite polynomials and the generalized Okamoto polynomials. We apply the isomonodromy method to represent all of these rational…

Kontsevitch's work on Airy matrix integrals has led to explicit results for the intersection numbers of the moduli space of curves. In a subsequent work Okounkov rederived these results from the edge behavior of a Gaussian matrix integral.…

This paper develops a method to carry out the large-$N$ asymptotic analysis of a class of $N$-dimensional integrals arising in the context of the so-called quantum separation of variables method. We push further ideas developed in the…

The eigenvalue correlations of random matrices from the Jacobi Unitary Ensemble have a known asymptotic behavior as their size tends to infinity. In the bulk of the spectrum the behavior is described in terms of the sine kernel, and at the…

Akemann, Ipsen and Kieburg recently showed that the squared singular values of products of M rectangular random matrices with independent complex Gaussian entries are distributed according to a determinantal point process with a correlation…

We analyze a random lozenge tiling model of a large regular hexagon, whose underlying weight structure is periodic of period $2$ in both the horizontal and vertical directions. This is a determinantal point process whose correlation kernel…

For any family of $N\times N$ random matrices $(\mathbf{A}_k)_{k\in K}$ which is invariant, in law, under unitary conjugation, we give general sufficient conditions for central limit theorems for random variables of the type…

In previous work, Bender and Komijani (2015 \textit{J. Phys. A: Math. Theor.} 48, 475202) studied the first Painlev\'e (PI) equation and showed that the sequence of initial conditions giving rise to separatrix solutions could be…