Critical edge behavior in unitary random matrix ensembles and the thirty fourth Painleve transcendent

Details Critical edge behavior in unitary random matrix ensembles and the thirty fourth Painleve transcendent Critical edge behavior in unitary random matrix ensembles and the thirty fourth Painleve transcendent

2007-04-16

arxiv.org/abs/0704.1972v1

International Mathematics Research Notices 2008, article ID rnn017

Mathematics

Classical Analysis and ODEs

51 pages, 6 figures

Scientific paper

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 $\alpha > -1/2$, where the factor $|\det M|^{2\alpha}$ induces critical eigenvalue behavior near the origin. Under the assumption that the limiting mean eigenvalue density associated with $V$ 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 $n, N \to \infty$ 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 on the line orthogonal with respect to the weight $|x|^{2\alpha} e^{-NV(x)}$. 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. This solution is related to a particular solution of the Painleve II equation, which however is different from the usual Hastings-McLeod solution.

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