Random Matrices with Merging Singularities and the Painlevé V Equation

We study the asymptotic behavior of the partition function and the correlation kernel in random matrix ensembles of the form 1Zn∣∣det(M²−tI)∣∣αe−nTrV(M)dM, where M is an n×n Hermitian matrix, α>−1/2 and t∈R, in double scaling limits where n→∞ and simultaneously t→0. If t is proportional to 1/n²,...

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Збережено в:
Бібліографічні деталі
Опубліковано в: :Symmetry, Integrability and Geometry: Methods and Applications
Дата:2016
Автори: Claeys, T., Fahs, B.
Формат: Стаття
Мова:Англійська
Опубліковано: Інститут математики НАН України 2016
Онлайн доступ:https://nasplib.isofts.kiev.ua/handle/123456789/147729
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Назва журналу:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Цитувати:Random Matrices with Merging Singularities and the Painlevé V Equation / T. Claeys, B. Fahs // Symmetry, Integrability and Geometry: Methods and Applications. — 2016. — Т. 12. — Бібліогр.: 33 назв. — англ.

Репозитарії

Digital Library of Periodicals of National Academy of Sciences of Ukraine
Опис
Резюме:We study the asymptotic behavior of the partition function and the correlation kernel in random matrix ensembles of the form 1Zn∣∣det(M²−tI)∣∣αe−nTrV(M)dM, where M is an n×n Hermitian matrix, α>−1/2 and t∈R, in double scaling limits where n→∞ and simultaneously t→0. If t is proportional to 1/n², a transition takes place which can be described in terms of a family of solutions to the Painlevé V equation. These Painlevé solutions are in general transcendental functions, but for certain values of α, they are algebraic, which leads to explicit asymptotics of the partition function and the correlation kernel.
ISSN:1815-0659