Multi-critical unitary random matrix ensembles and the general Painlevé II equation

Tom Claeys¹ ; Arno B. J. Kuijlaars¹ ; Maarten Vanlessen¹

¹ Departement Wiskunde<br/>Katholieke Universiteit Leuven<br/>3001 Leuven<br/>Belgium

Annals of mathematics, Tome 168 (2008) no. 2, pp. 601-641.

Résumé

We study unitary random matrix ensembles of the form \[Z_{n,N}^{-1} |\det M|^{2\alpha} e^{-N \mathrm{Tr} V(M)}dM,\] where $ \alpha>-1/2$ and $V$ is such that the limiting mean eigenvalue density for $n,N\to\infty$ and $n/N\to 1$ vanishes quadratically at the origin. In order to compute the double scaling limits of the eigenvalue correlation kernel near the origin, we use the Deift/Zhou steepest descent method applied to the Riemann-Hilbert problem for orthogonal polynomials on the real line with respect to the weight $|x|^{2\alpha}e^{-NV(x)}$. Here the main focus is on the construction of a local parametrix near the origin with $\psi$-functions associated with a special solution $q_\alpha$ of the Painlevé II equation $q”=sq+2q^3-\alpha$. We show that $q_\alpha$ has no real poles for $\alpha > -1/2$, by proving the solvability of the corresponding Riemann-Hilbert problem. We also show that the asymptotics of the recurrence coefficients of the orthogonal polynomials can be expressed in terms of $q_\alpha$ in the double scaling limit.

Détail

DOI : 10.4007/annals.2008.168.601