308 research outputs found
The Riemann-Hilbert approach to obtain critical asymptotics for Hamiltonian perturbations of hyperbolic and elliptic systems
The present paper gives an overview of the recent developments in the
description of critical behavior for Hamiltonian perturbations of hyperbolic
and elliptic systems of partial differential equations. It was conjectured that
this behavior can be described in terms of distinguished Painlev\'e
transcendents, which are universal in the sense that they are, to some extent,
independent of the equation and the initial data. We will consider several
examples of well-known integrable equations that are expected to show this type
of Painlev\'e behavior near critical points. The Riemann-Hilbert method is a
useful tool to obtain rigorous results for such equations. We will explain the
main lines of this method and we will discuss the universality conjecture from
a Riemann-Hilbert point of view.Comment: review paper, 22 pages, 4 figure
Random matrices with equispaced external source
We study Hermitian random matrix models with an external source matrix which
has equispaced eigenvalues, and with an external field such that the limiting
mean density of eigenvalues is supported on a single interval as the dimension
tends to infinity. We obtain strong asymptotics for the multiple orthogonal
polynomials associated to these models, and as a consequence for the average
characteristic polynomials. One feature of the multiple orthogonal polynomials
analyzed in this paper is that the number of orthogonality weights of the
polynomials grows with the degree. Nevertheless we are able to characterize
them in terms of a pair of 2 x 1 vector-valued Riemann-Hilbert problems, and to
perform an asymptotic analysis of the Riemann-Hilbert problems.Comment: 53 pages, 9 figures; textual changes and minor typos correcte
Biorthogonal ensembles with two-particle interactions
We investigate determinantal point processes on of the form
\begin{equation*}\label{probability distribution} \frac{1}{Z_n}\prod_{1\leq
i<j\leq n}(\lambda_j-\lambda_i)\prod_{1\leq i<j\leq
n}(\lambda_j^\theta-\lambda_i^\theta) \prod_{j=1}^n
w(\lambda_j)d\lambda_j,\qquad \theta\geq 1. \end{equation*} We prove that the
biorthogonal polynomials associated to such models satisfy a recurrence
relation and a Christoffel-Darboux formula if , and that
they can be characterized in terms of vector-valued Riemann-Hilbert
problems which exhibit some non-standard properties. In addition, we obtain
expressions for the equilibrium measure associated to our model if
in the one-cut case with and without hard edge.Comment: 28 pages, 6 figure
Critical asymptotic behavior for the Korteweg-de Vries equation and in random matrix theory
We discuss universality in random matrix theory and in the study of
Hamiltonian partial differential equations. We focus on universality of
critical behavior and we compare results in unitary random matrix ensembles
with their counterparts for the Korteweg-de Vries equation, emphasizing the
similarities between both subjects.Comment: review paper, 19 pages, to appear in the proceedings of the MSRI
semester on `Random matrices, interacting particle systems and integrable
systems
Random Matrices with Merging Singularities and the Painlev\'e V Equation
We study the asymptotic behavior of the partition function and the
correlation kernel in random matrix ensembles of the form ,
where is an Hermitian matrix, and , in double scaling limits where and simultaneously . If
is proportional to , a transition takes place which can be described
in terms of a family of solutions to the Painlev\'e V equation. These
Painlev\'e solutions are in general transcendental functions, but for certain
values of , they are algebraic, which leads to explicit asymptotics of
the partition function and the correlation kernel
Asymptotics for Toeplitz determinants: perturbation of symbols with a gap
We study the determinants of Toeplitz matrices as the size of the matrices
tends to infinity, in the particular case where the symbol has two jump
discontinuities and tends to zero on an arc of the unit circle at a
sufficiently fast rate. We generalize an asymptotic expansion by Widom [22],
which was known for symbols supported on an arc. We highlight applications of
our results in the Circular Unitary Ensemble and in the study of Fredholm
determinants associated to the sine kernel.Comment: 28 pages, 5 figure
Hankel determinant and orthogonal polynomials for a Gaussian weight with a discontinuity at the edge
We compute asymptotics for Hankel determinants and orthogonal polynomials
with respect to a discontinuous Gaussian weight, in a critical regime where the
discontinuity is close to the edge of the associated equilibrium measure
support. Their behavior is described in terms of the Ablowitz-Segur family of
solutions to the Painlev\'e II equation. Our results complement the ones in
[Xu,Zhao,2011]. As consequences of our results, we conjecture asymptotics for
an Airy kernel Fredholm determinant and total integral identities for
Painlev\'e II transcendents, and we also prove a new result on the poles of the
Ablowitz-Segur solutions to the Painlev\'e II equation. We also highlight
applications of our results in random matrix theory.Comment: 35 pages, 4 figure
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