English

Universality for random matrices with an edge spectrum singularity

Mathematical Physics 2025-09-12 v2 Classical Analysis and ODEs math.MP Exactly Solvable and Integrable Systems

Abstract

We study invariant random matrix ensembles \begin{equation*} \mathbb{P}_n(d M)=Z_n^{-1}\exp(-n\,tr(V(M)))\,d M \end{equation*} defined on complex Hermitian matrices MM of size n×nn\times n, where VV is real analytic such that the underlying density of states is one-cut regular. Considering the average \begin{equation*} E_n[\phi;\lambda,\alpha,\beta]:=\mathbb{E}_n\bigg(\prod_{\ell=1}^n\big(1-\phi(\lambda_{\ell}(M))\big)\omega_{\alpha\beta}(\lambda_{\ell}(M)-\lambda)\bigg),\ \ \ \ \ \omega_{\alpha\beta}(x):=|x|^{\alpha}\begin{cases}1,&x<0\\ \beta,&x\geq 0\end{cases}, \end{equation*} taken with respect to the above law and where ϕ\phi is a suitable test function, we evaluate its large-nn asymptotic assuming that λ\lambda lies within the soft edge boundary layer, and (α,β)R×C(\alpha,\beta)\in\mathbb{R}\times\mathbb{C} satisfy α>1,β(,0)\alpha>-1,\beta\notin(-\infty,0). Our results are obtained by using Riemann-Hilbert problems for orthogonal polynomials and integrable operators and they extend previous results of Forrester and Witte \cite{FW} that were obtained by an application of Okamoto's τ\tau-function theory. A key role throughout is played by distinguished solutions to the Painlev\'e-XXXIV equation.

Keywords

Cite

@article{arxiv.2411.18550,
  title  = {Universality for random matrices with an edge spectrum singularity},
  author = {Thomas Bothner and Toby Shepherd},
  journal= {arXiv preprint arXiv:2411.18550},
  year   = {2025}
}

Comments

47 pages, 3 figures; to appear in Nonlinearity; Version 2 adds Appendix C and updates literature

R2 v1 2026-06-28T20:14:54.609Z