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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Бібліографічні деталі
Опубліковано в: :Symmetry, Integrability and Geometry: Methods and Applications
Дата:2016
Автори: Claeys, T., Fahs, B.
Формат: Стаття
Мова:English
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
id nasplib_isofts_kiev_ua-123456789-147729
record_format dspace
spelling Claeys, T.
Fahs, B.
2019-02-15T18:50:36Z
2019-02-15T18:50:36Z
2016
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.
1815-0659
2010 Mathematics Subject Classification: 60B20; 35Q15; 33E1
DOI:10.3842/SIGMA.2016.031
https://nasplib.isofts.kiev.ua/handle/123456789/147729
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.
This paper is a contribution to the Special Issue on Asymptotics and Universality in Random Matrices, Random Growth Processes, Integrable Systems and Statistical Physics in honor of Percy Deift and Craig Tracy. The full collection is available at http://www.emis.de/journals/SIGMA/Deift-Tracy.html. edgements The authors are grateful to I. Krasovsky and N. Simm for useful discussions. They were supported by the European Research Council under the European Union’s Seventh Framework Programme (FP/2007/2013)/ ERC Grant Agreement 307074 and by the Belgian Interuniversity Attraction Pole P07/18.
en
Інститут математики НАН України
Symmetry, Integrability and Geometry: Methods and Applications
Random Matrices with Merging Singularities and the Painlevé V Equation
Article
published earlier
institution Digital Library of Periodicals of National Academy of Sciences of Ukraine
collection DSpace DC
title Random Matrices with Merging Singularities and the Painlevé V Equation
spellingShingle Random Matrices with Merging Singularities and the Painlevé V Equation
Claeys, T.
Fahs, B.
title_short Random Matrices with Merging Singularities and the Painlevé V Equation
title_full Random Matrices with Merging Singularities and the Painlevé V Equation
title_fullStr Random Matrices with Merging Singularities and the Painlevé V Equation
title_full_unstemmed Random Matrices with Merging Singularities and the Painlevé V Equation
title_sort random matrices with merging singularities and the painlevé v equation
author Claeys, T.
Fahs, B.
author_facet Claeys, T.
Fahs, B.
publishDate 2016
language English
container_title Symmetry, Integrability and Geometry: Methods and Applications
publisher Інститут математики НАН України
format Article
description 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
url https://nasplib.isofts.kiev.ua/handle/123456789/147729
citation_txt 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.
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