相关论文: Multi-critical unitary random matrix ensembles and…

We study a random matching problem on closed compact $2$-dimensional Riemannian manifolds (with respect to the squared Riemannian distance), with samples of random points whose common law is absolutely continuous with respect to the volume…

In this paper we use the Riemann-Hilbert problem, with jumps supported on appropriate curves in the complex plane, for matrix biorthogonal polynomials and apply it to find Sylvester systems of differential equations for the orthogonal…

We consider the Cauchy problem for the defocusing complex mKdV equation with finite density initial data \begin{align*} &q_t+\frac{1}{2}q_{xxx}-3|q|^2q_{x}=0,\\ &q(x,0)=q_{0}(x) \sim \pm 1, \ x\to \pm\infty, \end{align*} which can be…

We consider various asymptotic scaling limits $N\to\infty$ for the $2N$ complex eigenvalues of non-Hermitian random matrices in the symmetry class of the symplectic Ginibre ensemble. These are known to be integrable, forming Pfaffian point…

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…

We consider the Hankel determinant generated by the Gaussian weight with two jump discontinuities. Utilizing the results of [C. Min and Y. Chen, Math. Meth. Appl. Sci. {\bf 42} (2019), 301--321] where a second order PDE was deduced for the…

We prove universality at the edge of the spectrum for unitary (beta=2), orthogonal (beta=1) and symplectic (beta=4) ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial,…

In this paper, we develop the Riemann-Hilbert method to study the asymptotics of discrete orthogonal polynomials on infinite nodes with an accumulation point. To illustrate our method, we consider the Tricomi-Carlitz polynomials…

In this survey, we review asymptotic results of some orthogonal polynomials which are relate to the Painlev\'e transcendents. They are obtained by applying Deift-Zhou's nonlinear steepest descent method for Riemann-Hilbert problems. In the…

This is a review of the Riemann-Hilbert approach to the large $N$ asymptotics in random matrix models and its applications. We discuss the following topics: random matrix models and orthogonal polynomials, the Riemann-Hilbert approach to…

We study a model of $n$ non-intersecting squared Bessel processes in the confluent case: all paths start at time $t = 0$ at the same positive value $x = a$, remain positive, and are conditioned to end at time $t = T$ at $x = 0$. In the…

We consider the roots of uniformly chosen complex and real reciprocal polynomials of degree $N$ whose Mahler measure is bounded by a constant. After a change of variables this reduces to a generalization of Ginibre's complex and real…

We study the asymptotic behavior of the Ablowitz-Segur solutions for the second Painlev\'e equation using the Riemann-Hilbert approach and methods based on asymptotic expansions of classical special functions. Recent results show that the…

The density function for the joint distribution of the first and second eigenvalues at the soft edge of unitary ensembles is found in terms of a Painlev\'e II transcendent and its associated isomonodromic system. As a corollary, the density…

In this article, we study microscopic properties of a two-dimensional eigenvalue ensemble near a conical singularity arising from insertion of a point charge in the bulk of the support of eigenvalues. In particular, we characterize all…

We study a model of $n$ one-dimensional non-intersecting Brownian motions with two prescribed starting points at time $t=0$ and two prescribed ending points at time $t=1$ in a critical regime where the paths fill two tangent ellipses in the…

A family of random variables $\mathbf{X}(s)$, depending on a real parameter $s>-\frac{1}{2}$, appears in the asymptotics of the joint moments of characteristic polynomials of random unitary matrices and their derivatives, in the ergodic…

We give four examples of families of orthogonal polynomials for which the coefficients in the recurrence relation satisfy a discrete Painlev\'e equation. The first example deals with Freud weights $|x|^\rho \exp(-|x|^m)$ on the real line,…

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 $M$ of size $n\times n$, where $V$ is real analytic such that the…

We consider polynomials orthogonal on $[0,\infty)$ with respect to Laguerre-type weights $w(x)=x^\alpha e^{-Q(x)}$, where $\alpha>-1$ and where $Q$ denotes a polynomial with positive leading coefficient. The main purpose of this paper is to…