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arXiv · 1309.4354

Critical edge behavior and the Bessel to Airy transition in the singularly perturbed Laguerre unitary ensemble

Shuai-Xia Xu·Dan Dai·Yu-Qiu Zhao
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Abstract

In this paper, we study the singularly perturbed Laguerre unitary ensemble $$ \frac{1}{Z_n} (\det M)^αe^{- \textrm{tr}\, V_t(M)}dM, \qquad α>0, $$ with $V_t(x) = x + t/x$, $x\in (0,+\infty)$ and $t>0$. Due to the effect of $t/x$ for varying $t$, the eigenvalue correlation kernel has a new limit instead of the usual Bessel kernel at the hard edge 0. This limiting kernel involves $ψ$-functions associated with a special solution to a new third-order nonlinear differential equation, which is then shown equivalent to a particular Painlevé III equation. The transition of this limiting kernel to the Bessel and Airy kernels is also studied when the parameter $t$ changes in a finite interval $(0, d]$. Our approach is based on Deift-Zhou nonlinear steepest descent method for Riemann-Hilbert problems.

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Shuai-Xia Xu, Dan Dai, Yu-Qiu Zhao. 2014-04-04. Critical edge behavior and the Bessel to Airy transition in the singularly perturbed Laguerre unitary ensemble. https://doi.org/10.1007/s00220-014-2131-9

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