Related papers: Double scaling limit in the random matrix model: t…

We study the double scaling limit for unitary invariant ensembles of random matrices with non analytic potentials and find the asymptotic expansion for the entries of the corresponding Jacobi matrix. Our approach is based on the…

In this paper we studied the double scaling limit of a random unitary matrix ensemble near a singular point where a new cut is emerging from the support of the equilibrium measure. We obtained the asymptotic of the correlation kernel by…

We study unitary random matrix ensembles in the critical case where the limiting mean eigenvalue density vanishes quadratically at an interior point of the support. We establish universality of the limits of the eigenvalue correlation…

After reviewing the Hermitian one matrix model, we will give a brief introduction to the Hermitian two matrix model and present a summary of some recent results on the asymptotic behavior of the two matrix model with a quartic potential. In…

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…

We derive the double scaling limit of eigenvalue correlations in the random matrix model at critical points and we relate the limiting correlation functions to a nonlinear hierarchy of ordinary differential equations.

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…

We describe a new universality class for unitary invariant random matrix ensembles. It arises in the double scaling limit of ensembles of random $n \times n$ Hermitian matrices $Z_{n,N}^{-1} |\det M|^{2\alpha} e^{-N \Tr V(M)} dM$ with…

In this article, we show that the double scaling limit correlation functions of a random matrix model when two cuts merge with degeneracy $2m$ (i.e. when $y\sim x^{2m}$ for arbitrary values of the integer $m$) are the same as the…

We study a double scaling limit for a solution of the discrete Painlev\'e II equation with boundary conditions. The location of the right boundary point is in the critical regime where the discrete Painlev\'e equation turns into the…

In a larger size Riemann-Hilbert problem matching the local parametrices with the global parametrix is often a major issue. In this article we present a result that should tackle this problem in natural situations. We prove that, in a…

We study unitary random matrix ensembles in the critical regime where a new cut arises away from the original spectrum. We perform a double scaling limit where the size of the matrices tends to infinity, but in such a way that only a…

We study the chiral two-matrix model with polynomial potential functions $V$ and $W$, which was introduced by Akemann, Damgaard, Osborn and Splittorff. We show that the squared singular values of each of the individual matrices in this…

For a pair of coupled rectangular random matrices we consider the squared singular values of their product, which form a determinantal point process. We show that the limiting mean distribution of these squared singular values is described…

We investigate the matrix model with weight $w(x):=\exp(-z^2/2x^2 + t/x - x^2/2)$ and unitary symmetry. and unitary symmetry. In particular we study the double scaling limit as $N \to \infty$ and $(\sqrt{N} t, Nz^2 ) \to (u_1,u_2)$, where…

In this paper we study two multicritical correlation kernels and prove that they converge to the Pearcey kernel in a certain double scaling limit. The first kernel appears in a model of non-intersecting Brownian motions at a tacnode. The…

In this paper we study the double scaling limit of the multi-orientable tensor model. We prove that, contrary to the case of matrix models but similarly to the case of invariant tensor models, the double scaling series are convergent. We…

We determine the stationary two-point correlation function of the one-dimensional KPZ equation through the scaling limit of a solvable microscopic model, the polynuclear growth model. The equivalence to a directed polymer problem with…

We review some aspects of recent work concerning double scaling limits of singularly perturbed hermitian random matrix models and their connection to Painlev\'{e} equations. We present new results showing how a Painlev\'{e} III hierarchy…

We study unitary random matrix ensembles of the form $Z_{n,N}^{-1} |\det M|^{2\alpha} e^{-N \Tr V(M)}dM$, where $\alpha>-1/2$ and $V$ is such that the limiting mean eigenvalue density for $n,N\to\infty$ and $n/N\to 1$ vanishes quadratically…