The Riemann–Hilbert Approach to Double Scaling Limit of Random Matrix Eigenvalues Near the "Birth of a Cut" Transition
School of Mathematics, University of Bristol, Bristol BS8 1TW, UK
Correspondence: Correspondence to be sent to: m.mo{at}bristol.ac.uk
In this paper, we studied the double scaling limit of a random unitary matrix ensemble near a singular point where a new cut is emerging from the support of the equilibrium measure. We obtained the asymptotic of the correlation kernel by using the Riemann–Hilbert approach. We have shown that the kernel near the critical point is given by the correlation kernel of a random unitary matrix ensemble with weight e–x2
, where
is a positive integer. This provides a rigorous proof of the previous results in [18], 2006, Eynard, Journal of Statistical Mechanics, 7)