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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…

经典分析与常微分方程 · 数学 2010-07-30 A. R. Its , A. B. J. Kuijlaars , J. Ostensson

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…

数学物理 · 物理学 2010-07-30 T. Claeys , A. B. J. Kuijlaars , M. Vanlessen

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…

数学物理 · 物理学 2009-11-11 T. Claeys , M. Vanlessen

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…

数学物理 · 物理学 2015-03-20 L. Brightmore , F. Mezzadri , M. Y. Mo

We study the asymptotic behavior of the partition function and the correlation kernel in random matrix ensembles of the form $\frac{1}{Z_n} \big|\det \big( M^2-tI \big)\big|^{\alpha} e^{-n\operatorname{Tr} V(M)}dM$, where $M$ is an $n\times…

数学物理 · 物理学 2016-03-24 Tom Claeys , Benjamin Fahs

We study polynomials that are orthogonal with respect to a varying quartic weight \exp(-N(x^2/2+tx^4/4)) for t<0, where the orthogonality takes place on certain contours in the complex plane. Inspired by developments in 2D quantum gravity,…

经典分析与常微分方程 · 数学 2010-07-30 Maurice Duits , Arno Kuijlaars

The Painleve-IV equation has three families of rational solutions generated by the generalized Hermite polynomials. Each family is indexed by two positive integers m and n. These functions have applications to nonlinear wave equations,…

数学物理 · 物理学 2017-06-29 Robert Buckingham

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…

经典分析与常微分方程 · 数学 2020-08-04 Robert J. Buckingham , Peter D. Miller

We establish universality of local eigenvalue correlations in unitary random matrix ensembles (1/Z_n) |\det M|^{2\alpha} e^{-n\tr V(M)} dM near the origin of the spectrum. If V is even, and if the recurrence coefficients of the orthogonal…

数学物理 · 物理学 2009-11-10 A. B. J. Kuijlaars , M. Vanlessen

We study the asymptotics of recurrence coefficients for monic orthogonal polynomials p_n(z) with the quartic exponential weight exp [-N (1/2 z^2 + t/4 z^4)], where t is complex. Our goals are: A) to describe the regions of different…

可精确求解与可积系统 · 物理学 2015-03-19 Marco Bertola , Alexander Tovbis

The generalized Hastings-McLeod solutions to the inhomogeneous Painlev\'{e}-II equation arise in multi-critical unitary random matrix ensembles, the chiral two-matrix model for rectangular matrices, non-intersecting squared Bessel paths,…

数学物理 · 物理学 2024-04-15 Kurt Schmidt , Robert Buckingham

We investigate the long-time asymptotic behavior of a class of solutions to the defocusing Manakov system under nonzero boundary conditions. These solutions are characterized by a $3 \times 3$ matrix Riemann Hilbert problem. We find that…

可精确求解与可积系统 · 物理学 2026-03-20 Haibing Zhang , Xianguo Geng , Ruomeng Li , Huan Liu

We obtain the double scaling asymptotic behavior of the recurrence coefficients and the partition function at the critical point of the $N\times N$ Hermitian random matrix model with cubic potential. We prove that the recurrence…

数学物理 · 物理学 2015-11-19 Pavel M. Bleher , Alfredo Deaño

We consider a family of solutions to the Painlev\'e II equation $$ u''(x)=2u^3(x)+xu(x)-\alpha \qquad \textrm{with } \a \in \mathbb{R} \cut \{0\}, $$ which have infinitely many poles on $(-\infty, 0)$. Using Deift-Zhou nonlinear steepest…

经典分析与常微分方程 · 数学 2020-01-08 Weiying Hu

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…

数学物理 · 物理学 2025-11-25 Thomas Bothner , Fei Wei

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…

数学物理 · 物理学 2010-07-30 Tom Claeys , Arno B. J. Kuijlaars

We study polynomials that are orthogonal with respect to the modified Laguerre weight $z^{-n + \nu} e^{-Nz} (z-1)^{2b}$ in the limit where $n, N \to \infty$ with $N/n \to 1$ and $\nu$ is a fixed number in $\mathbb{R} \setminus…

经典分析与常微分方程 · 数学 2010-07-30 Dan Dai , Arno B. J. Kuijlaars

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…

数学物理 · 物理学 2025-05-23 Jia-Hao Du , Shuai-Xia Xu , Yu-Qiu Zhao

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…

数学物理 · 物理学 2019-12-19 Maurice Duits , Dries Geudens

The Painlev\'e-III equation with parameters $\Theta_0=n+m$ and $\Theta_\infty=m-n+1$ has a unique rational solution $u(x)=u_n(x;m)$ with $u_n(\infty;m)=1$ whenever $n\in\mathbb{Z}$. Using a Riemann-Hilbert representation proposed in…

经典分析与常微分方程 · 数学 2018-08-07 Thomas Bothner , Peter D. Miller
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