相关论文: Discrete Painlev\'e equations and random matrix av…

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…

Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…

In this paper we present a general scheme for how to relate differential equations for the recurrence coefficients of semi-classical orthogonal polynomials to the Painlev\'e equations using the geometric framework of the Okamoto Space of…

Consider the ensemble of real symmetric Toeplitz matrices, each independent entry an i.i.d. random variable chosen from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. Previous investigations showed that…

We study the dependence of recurrence coefficients in the three-term recurrence relation for orthogonal polynomials with a certain deformation of the $q$-Laguerre weight on the degree parameter $n$. We show that this dependence is described…

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 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…

We present an asymmetric $q$-Painlev\'e equation. We will derive this using $q$-orthogonal polynomials with respect to generalized Freud weights: their recurrence coefficients will obey this $q$-Painlev\'e equation (up to a simple…

The six Painlev\'e transcendants which originally appeared in the studies of ordinary differential equations have been found numerous applications in physical problems. The well-known examples among which include symmetry reduction of the…

We consider very general "random integers" and (attempt to) prove that many multiplicative and additive functions of such integers have limiting distributions. These integers include, for instance, the curvatures of Apollonian circle…

Weighted degrees of quasihomogeneous Hamiltonian functions of the Painlev\'{e} equations are investigated. A tuple of positive integers, called a regular weight, satisfying certain conditions related to singularity theory is classified.…

The distribution function for the first eigenvalue spacing in the Laguerre unitary ensemble of finite rank random matrices is found in terms of a Painlev\'e V system, and the solution of its associated linear isomonodromic system. In…

Solutions of the discrete Painlev\'e II hierarchy are shown to be in relation with a family of Toeplitz determinants describing certain quantities in multicritical random partitions models, for which the limiting behavior has been recently…

We consider the $n$-correlation of eigenvalues of random unitary matrices in the alternative form that is not the tidy determinant common in random matrix theory, but rather the expression derived from averages of ratios of characteristic…

We give a classification for the small-$\tau$ asymptotic behaviours of solutions to the degenerate third Painlev\'e equation, $u^{''}(\tau) = \frac{(u^{\prime}(\tau))^{2}}{u(\tau)} - \frac{u^{\prime}(\tau)}{\tau} + \frac{1}{\tau}\left(-8…

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.…

We establish a matrix generalization of the ultradiscrete fourth Painlev\'e equation (ud-PIV). Well-defined multicomponent systems that permit ultradiscretization are obtained using an approach that relies on a group defined by constraints…

We study the power spectrum of eigen-angles of random matrices drawn from the circular unitary ensemble ${\rm CUE}(N)$ and show that it can be evaluated in terms of either a Fredholm determinant, or a Toeplitz determinant, or a sixth…

This paper is a brief review of recent developments in random matrix theory. Two aspects are emphasized: the underlying role of integrable systems and the occurrence of the distribution functions of random matrix theory in diverse areas of…

We revisit the enumeration problems of random discrete surfaces (RDS) based on solutions of the discrete equations derived from the matrix models. For RDS made of squares, the recursive coefficients of orthogonal polynomials associated with…