Characteristic Polynomials of Complex Random Matrices and Painleve Transcendents

被引:18
作者
Deano, Alfredo [1 ]
Simm, Nick [2 ]
机构
[1] Univ Kent, Sch Math Stat & Actuarial Sci, Canterbury CT2 7NF, Kent, England
[2] Univ Sussex, Math Dept, Brighton BN1 9RH, E Sussex, England
基金
英国工程与自然科学研究理事会;
关键词
TAU-FUNCTION THEORY; ORTHOGONAL POLYNOMIALS; FREDHOLM DETERMINANTS; UNITARY; EQUATIONS; DISCONTINUITY; ASYMPTOTICS; ENSEMBLES; RESPECT; MOMENTS;
D O I
10.1093/imrn/rnaa111
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We study expectations of powers and correlation functions for characteristic polynomials of N x N non-Hermitian random matrices. For the 1-point and 2-point correlation function, we obtain several characterizations in terms of Painleve transcendents, both at finite N and asymptotically as N -> infinity. In the asymptotic analysis, two regimes of interest are distinguished: boundary asymptotics where parameters of the correlation function can touch the boundary of the limiting eigenvalue support and bulk asymptotics where they are strictly inside the support. For the complex Ginibre ensemble this involves Painleve IV at the boundary as N -> infinity. Our approach, together with the results in [49], suggests that this should arise in a much broader class of planar models. For the bulk asymptotics, one of our results can be interpreted as the merging of two "planar Fisher-Hartwig singularities" where Painleve V arises in the asymptotics. We also discuss the correspondence of our results with a normal matrix model with d-fold rotational symmetries known as the lemniscate ensemble, recently studied in [15, 18]. Our approach is flexible enough to apply to non-Gaussian models such as the truncated unitary ensemble or induced Ginibre ensemble; we show that in the former case Painleve VI arises at finite N. Scaling near the boundary leads to Painleve V, in contrast to the Ginibre ensemble.
引用
收藏
页码:210 / 264
页数:55
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