Weak and strong confinement in the Freud random matrix ensemble and gap probabilities
Mathematical Physics
2023-06-28 v2 Classical Analysis and ODEs
Complex Variables
math.MP
Probability
Abstract
The Freud ensemble of random matrices is the unitary invariant ensemble corresponding to the weight , , on the real line. We consider the local behaviour of eigenvalues near zero, which exhibits a transition in . If , it is described by the standard sine process. Below the critical value , it is described by a process depending on the value of , and we determine the first two terms of the large gap probability in it. This so called weak confinement range corresponds to the Freud weight with the indeterminate moment problem. We also find the multiplicative constant in the asymptotic expansion of the Freud multiple integral for .
Keywords
Cite
@article{arxiv.2209.07253,
title = {Weak and strong confinement in the Freud random matrix ensemble and gap probabilities},
author = {Tom Claeys and Igor Krasovsky and Oleksandr Minakov},
journal= {arXiv preprint arXiv:2209.07253},
year = {2023}
}
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56 pages