Random matrix ensembles with singularities and a hierarchy of Painlevé III equations
(2015) International Mathematics Research Notices — Vol. 2015, p. 56pp (2015)
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- Abstract
- We study unitary invariant random matrix ensembles with singular potentials. We obtain asymptotics for the partition functions associated to the Laguerre and Gaussian Unitary Ensembles perturbed with a pole of order k at the origin, in the double scaling limit where the size of the matrices grows, and at the same time the strength of the pole decreases at an appropriate speed. In addition, we obtain double scaling asymptotics of the correlation kernel for a general class of ensembles of positive-definite Hermitian matrices perturbed with a pole. Our results are described in terms of a hierarchy of higher order analogues to the Painlev\'e III equation, which reduces to the Painlev\'e III equation itself when the pole is simple.
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Atkin, M., Claeys, T., & Mezzadri, F. (2015). Random matrix ensembles with singularities and a hierarchy of Painlevé III equations. International Mathematics Research Notices, 2015, 56pp. https://doi.org/10.1093/imrn/rnv195 (Original work published 2015)