A Riemann-Hilbert problem for equations of Painlev\'e type in the one matrix model with semi-classical potential
We study the hermitian one matrix model with semi-classical potential. This is a general unitary invariant random matrix ensemble in which the potential has a derivative that is a rational function and the measure is supported on some collection of disjoint closed intervals. Such models have attract...
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Zusammenfassung: | We study the hermitian one matrix model with semi-classical potential. This
is a general unitary invariant random matrix ensemble in which the potential
has a derivative that is a rational function and the measure is supported on
some collection of disjoint closed intervals. Such models have attracted much
interest both due to their physical applications and relations to integrable
systems. An object of central interest in random matrix theory is the
correlation kernel, as this encodes the eigenvalue correlation functions. In
recent years many results have been obtained proving that the correlation
kernel near special points in the spectrum can be expressed in terms of
Painlev\'{e} transcendents and their associated Riemann-Hilbert problems. In
the present work we build on this success by proposing a model problem that is
general enough to describe the limiting kernel at any point in the spectrum. In
the most general situation this would include cases of logarithmic
singularities and essential singularities in the weight colliding with soft or
hard edges, the bulk of the spectrum or even births of a cut. |
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DOI: | 10.48550/arxiv.1504.04539 |