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

With $<\cdot>$ denoting an average with respect to the eigenvalue PDF for the Laguerre unitary ensemble, the object of our study is $ \tilde{E}_N(I;a,\mu) := < \prod_{l=1}^N \chi_{(0,\infty)\backslash I}^{(l)} (\lambda - \lambda_l)^\mu>$…

In Part I of this paper, we introduced a two dimensional eigenvalue problem (2DEVP) of a matrix pair and investigated its fundamental theory such as existence, variational characterization and number of 2D-eigenvalues. In Part II, we…

We consider those Gaussian Unitary Ensembles where the eigenvalues have prescribed multiplicities, and obtain joint probability density for the eigenvalues. In the simplest case where there is only one multiple eigenvalue t, this leads to…

We develop a unified approach to universality of local scaling limits for eigenvalues of random normal matrices, or equivalently for planar Coulomb gases at inverse temperature $\beta=2$. The approach is direct in that it does not rely on…

Okamoto has obtained a sequence of $\tau$-functions for the \PVI system expressed as a double Wronskian determinant based on a solution of the Gauss hypergeometric equation. Starting with integral solutions of the Gauss hypergeometric…

We study the Fredholm determinant of an integrable operator acting on the interval $(0,s)$ whose kernel is constructed out of a hierarchy of higher order analogues to the Painlev\'{e} III equation. This Fredholm determinant describes the…

The distribution of the largest eigenvalue for the three classical unitary ensembles -- GUE, LUE, and JUE -- admits two complementary exact descriptions: (i) as Fredholm determinants of their orthogonal polynomial correlation kernels and…

Multiple orthogonal polynomials are a generalization of orthogonal polynomials in which the orthogonality is distributed among a number of orthogonality weights. They appear in random matrix theory in the form of special determinantal point…

We establish a new perturbation theory for orthogonal polynomials using a Riemann--Hilbert approach and consider applications in numerical linear algebra and random matrix theory. This new approach shows that the orthogonal polynomials with…

We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…

All of the six Painlev\'e equations except the first have families of rational solutions, which are frequently important in applications. The third Painlev\'e equation in generic form depends on two parameters $m$ and $n$, and it has…

We study double integral representations of Christoffel-Darboux kernels associated with two examples of Hermite-type matrix orthogonal polynomials. We show that the Fredholm determinants connected with these kernels are related through the…

It is well known that the Painlev\'e equations can formally degenerate to autonomous differential equations with elliptic function solutions in suitable scaling limits. A way to make this degeneration rigorous is to apply Deift-Zhou…

We carry out the asymptotic analysis as $n \to \infty$ of a class of orthogonal polynomials $p_{n}(z)$ of degree $n$, defined with respect to the planar measure \begin{equation*} d\mu(z) = (1-|z|^{2})^{\alpha-1}|z-x|^{\gamma}\mathbf{1}_{|z|…

In this paper, we are concerned with the critical Hartree equation \begin{equation*} \begin{cases} -\Delta u=\left(\displaystyle{\displaystyle{\int_{\Omega}}}\frac{u^{2^{*}_{\mu}}(y)}{|x-y|^{\mu}}dy\right)u^{2^{*}_{\mu}-1}+\varepsilon…

The isomonodromy deformation equation for a 2x2 matrix linear ODE with a large parameter can be locally reduced to a (hyper)elliptic equation. To globalize this result, we apply the isomonodromy deformation method and obtain the modulation…

In this paper, we consider Cauchy problem for the modified Korteweg-de Vries hierarchy on the real line with decaying initial data. Using the Riemann--Hilbert formulation and nonlinear steepest descent method, we derive a uniform asymptotic…

Let $\mathbf{W}_1$ and $\mathbf{W}_2$ be independent $n\times n$ complex central Wishart matrices with $m_1$ and $m_2$ degrees of freedom respectively. This paper is concerned with the extreme eigenvalue distributions of double-Wishart…

In this paper we study the gap probability problem in the Gaussian Unitary Ensembles of $n$ by $n$ matrices : The probability that the interval $J := (-a,a)$ is free of eigenvalues. In the works of Tracy and Widom, Adler and Van Moerbeke…

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…