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Critical Edge Behavior in Unitary Random Matrix Ensembles and the Thirty-Fourth Painleve Transcendent
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics.
2008 (English)In: International mathematics research notices, ISSN 1073-7928, E-ISSN 1687-0247, rnn017- p.Article in journal (Refereed) Published
Abstract [en]

We describe a new universality class for unitary invariant random matrix ensembles. It arises in the double scaling limit of ensembles Z(n,N)(-1)vertical bar det M vertical bar (2 alpha)e(-NTrV(M)) dM, with alpha > -1/2, defined on n x n Hermitian matrices M. Assuming that the limiting mean eigenvalue density is regular and that the origin is a right endpoint of its support, we compute the limiting eigenvalue correlation kernel in the double scaling limit as n, N -> infinity such that n(2/3)(n/N-1) = O(1). We use the Deift-Zhou steepest descent method for the Riemann-Hilbert problem for polynomials orthogonal with respect to the weight vertical bar x vertical bar(2 alpha)e(-NV(x)). Our main attention is on the construction of a local parametrix near the origin by means of the psi-functions associated with a distinguished solution of the Painleve XXXIV equation.

Place, publisher, year, edition, pages
2008. rnn017- p.
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URN: urn:nbn:se:uu:diva-129925DOI: 10.1093/imrn/rnn017ISI: 000263971400045OAI: oai:DiVA.org:uu-129925DiVA: diva2:345589
Available from: 2010-08-26 Created: 2010-08-26 Last updated: 2016-05-13Bibliographically approved

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Östensson, Jörgen
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