Universality of the double scaling limit in random matrix models

Details Universality of the double scaling limit in random matrix models Universality of the double scaling limit in random matrix models

2005-01-31

arxiv.org/abs/math-ph/0501074v1

Comm. Pure Appl. Math. 59 (2006), 1573--1603

Physics

Mathematical Physics

38 pages, 7 figures

Scientific paper

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 kernel at such a critical point in a double scaling limit. The limiting kernels are constructed out of functions associated with the second Painleve equation. This extends a result of Bleher and Its for the special case of a critical quartic potential. The two main tools we use are equilibrium measures and Riemann-Hilbert problems. In our treatment of equilibrium measures we allow a negative density near the critical point, which enables us to treat all cases simultaneously. The asymptotic analysis of the Riemann-Hilbert problem is done with the Deift/Zhou steepest descent analysis. For the construction of a local parametrix at the critical point we introduce a modification of the approach of Baik, Deift, and Johansson so that we are able to satisfy the required jump properties exactly.

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