Large Gap Asymptotics at the Hard Edge for Product Random Matrices and Muttalib-Borodin Ensembles

被引:13
|
作者
Claeys, Tom [1 ]
Girotti, Manuela [1 ,2 ]
Stivigny, Dries [3 ]
机构
[1] Catholic Univ Louvain, Inst Rech Math & Phys, Chemin Cyclotron 2, B-1348 Louvain, Belgium
[2] Colorado State Univ, Dept Math, 1874 Campus Delivery, Ft Collins, CO 80523 USA
[3] Katholieke Univ Leuven, Dept Math, Celestijnenlaan 200B Box 2400, B-3001 Heverlee, Belgium
基金
欧洲研究理事会;
关键词
ORDINARY DIFFERENTIAL-EQUATIONS; LEVEL-SPACING DISTRIBUTIONS; RIEMANN-HILBERT APPROACH; STEEPEST DESCENT METHOD; ORTHOGONAL POLYNOMIALS; FREDHOLM DETERMINANTS; SINGULAR-VALUES; UNIVERSALITY; DEFORMATION; PROBABILITY;
D O I
10.1093/imrn/rnx202
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We study the distribution of the smallest eigenvalue for certain classes of positive-definite Hermitian random matrices, in the limit where the size of the matrices becomes large. Their limit distributions can be expressed as Fredholm determinants of integral operators associated to kernels built out of Meijer G-functions or Wright's generalized Bessel functions. They generalize in a natural way the hard edge Bessel kernel Fredholm determinant. We express the logarithmic derivatives of the Fredholm determinants identically in terms of a 2x2 Riemann-Hilbert problem, and use this representation to obtain the so-called large gap asymptotics.
引用
收藏
页码:2800 / 2847
页数:48
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