Projects per year
Abstract
We study the Fredholm determinant of an integrable operator acting on the interval (0, s) whose kernel is constructed out of the Ψ-function associated with a hierarchy of higher order analogues to the Painlevé III equation. This Fredholm determinant describes the critical behavior of the eigenvalue gap probability at the hard edge of unitary invariant random matrix ensembles perturbed by poles of order k in a certain scaling regime. Using the Riemann-Hilbert method, we obtain the large s asymptotics of the Fredholm determinant. Moreover, we derive a Painlevé type formula of the Fredholm determinant, which is expressed in terms of an explicit integral involving a solution to a coupled Painlevé III system.
| Original language | English |
|---|---|
| Pages (from-to) | 2233–2279 |
| Journal | SIAM Journal on Mathematical Analysis |
| Volume | 50 |
| Issue number | 2 |
| Online published | 24 Apr 2018 |
| DOIs | |
| Publication status | Published - 2018 |
Research Keywords
- Asymptotics
- Deift-Zhou steepest descent analysis
- Gap probability
- Painlevé and coupled painlevé equations
- Riemann-Hilbert problem
- Singular potentials
- Unitary ensembles
Publisher's Copyright Statement
- COPYRIGHT TERMS OF DEPOSITED FINAL PUBLISHED VERSION FILE: © 2018 Society for Industrial and Applied Mathematics.
RGC Funding Information
- RGC-funded
Fingerprint
Dive into the research topics of 'Gap Probability at the Hard Edge for Random Matrix Ensembles with Pole Singularities in the Potential'. Together they form a unique fingerprint.Projects
- 3 Finished
-
GRF: The Painleve Equations: A Study on Asymptotic Behaviours and Pole Distribution of their Solutions
DAI, D. (Principal Investigator / Project Coordinator)
1/10/16 → 2/03/21
Project: Research
-
GRF: Asymptotic Study of Random Unitary Ensembles with Singular Potentials
DAI, D. (Principal Investigator / Project Coordinator)
1/10/15 → 6/12/19
Project: Research
-
GRF: On Asymptotics of Orthogonal Polynomials and their Q-analogues
DAI, D. (Principal Investigator / Project Coordinator)
1/10/14 → 30/08/18
Project: Research
Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver