Boundary Conditions for Scaled Random Matrix Ensembles in the Bulk of the Spectrum

体临界标度下OP系综的形变

Deformations of OP ensembles in a bulk critical scaling

本文研究指数权重形变下正交多项式系综的大粒子极限，用可积非局部微分方程的解刻画体点附近的极限核，并揭示形变导致递推系数在单割正则情形下仍出现振荡。

Gap Probabilities for Double Intervals in Hermitian Random Matrix Ensembles as $τ$-Functions -- Spectrum Singularity case

The probability for the exclusion of eigenvalues from an interval $(-x,x)$ symmetrical about the origin for a scaled ensemble of Hermitian random matrices, where the Fredholm kernel is a type of Bessel kernel with parameter $ a $ (a generalisation of the sine kernel in the bulk scaling case), is considered. It is shown that this probability is the square of a $τ$-function, in the sense of Okamoto, for the Painlevé system \PIII. This then leads to a factorisation of the probability as the product of two $τ$-functions for the Painlevé system \PIIIdash. A previous study has given a formula of thi…

Averages of Characteristic Polynomials in Random Matrix Theory

We compute averages of products and ratios of characteristic polynomials associated with Orthogonal, Unitary, and Symplectic Ensembles of Random Matrix Theory. The pfaffian/determinantal formulas for these averages are obtained, and the bulk scaling asymptotic limits are found for ensembles with Gaussian weights. Classical results for the correlation functions of the random matrix ensembles and their bulk scaling limits are deduced from these formulas by a simple computation. We employ a discrete approximation method: the problem is solved for discrete analogues of random matrix ensembles orig…

Universality for ensembles of matrices with potential theoretic weights on domains with smooth boundary

We investigate a two-dimensional statistical model of N charged particles interacting via logarithmic repulsion in the presence of an oppositely charged compact region K whose charge density is determined by its equilibrium potential at an inverse temperature corresponding to β= 2. When the charge on the region, s, is greater than N, the particles accumulate in a neighborhood of the boundary of K, and form a determinantal point process on the complex plane. We investigate the scaling limit, as N \to \infty, of the associated kernel in the neighborhood of a point on the boundary under the assum…

The Distribution of the first Eigenvalue Spacing at the Hard Edge of the Laguerre Unitary Ensemble

The distribution function for the first eigenvalue spacing in the Laguerre unitary ensemble of finite rank random matrices is found in terms of a Painlevé V system, and the solution of its associated linear isomonodromic system. In particular it is characterised by the polynomial solutions to the isomonodromic equations which are also orthogonal with respect to a deformation of the Laguerre weight. In the scaling to the hard edge regime we find an analogous situation where a certain Painlevé \IIId system and its associated linear isomonodromic system characterise the scaled distribution. We un…

Muttalib--Borodin ensembles in random matrix theory --- realisations and correlation functions

Muttalib--Borodin ensembles are characterised by the pair interaction term in the eigenvalue probability density function being of the form $\prod_{1 \le j < k \le N}(λ_k - λ_j) (λ_k^θ- λ_j^θ)$. We study the Laguerre and Jacobi versions of this model --- so named by the form of the one-body interaction terms --- and show that for $θ\in \mathbb Z^+$ they can be realised as the eigenvalue PDF of certain random matrices with Gaussian entries. For general $θ> 0$, realisations in terms of the eigenvalue PDF of ensembles involving triangular matrices are given. In the Laguerre case this is a recent …