Critical Edge Behavior in Unitary Random Matrix Ensembles and the Thirty-Fourth Painlevé Transcendent
1 Department of Mathematical Sciences, Indiana University – Purdue University Indianapolis, Indianapolis, IN 46202-3216, USA
2 Department of Mathematics, Katholieke Universiteit Leuven, Celestijnenlaan 200 B, 3001 Leuven, Belgium
3 Department of Mathematics, Uppsala University, P.O. Box 480, 751 06 Uppsala, Sweden
Correspondence: Correspondence to be sent to: arno.kuijlaars{at}wis.kuleuven.be
We describe a new universality class for unitary invariant random matrix ensembles. It arises in the double scaling limit of ensembles
, with
> – 1/2, defined on n x n Hermitian matrices M. Assuming that the limiting mean eigenvalue density is regular and that the origin is a right endpoint of its support, we compute the limiting eigenvalue correlation kernel in the double scaling limit as n, N
such that n2/3(n/N – 1) = O(1). We use the Deift–Zhou steepest descent method for the Riemann–Hilbert problem for polynomials orthogonal with respect to the weight |x|2
e–NV(x). Our main attention is on the construction of a local parametrix near the origin by means of the
-functions associated with a distinguished solution of the Painlevé XXXIV equation.