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Characteristic polynomials of complex random matrices and Painlevé transcendents

Deaño, Alfredo, SImm, Nicholas J (2020) Characteristic polynomials of complex random matrices and Painlevé transcendents. International Mathematics Research Notices, . ISSN 1073-7928. (KAR id:80235)

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We study expectations of powers and correlation functions for characteristic polynomials of N × N non-Hermitian random matrices. For the 1-point and 2-point correlation function, we obtain several characterizations in terms of Painlev´e transcendents, both at finite-N and asymptotically as N → ∞. 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 Painlev´e IV at the boundary as N → ∞. 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 Painlev´e 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 [14,18]. 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 Painlev´e VI arises at finite-N. Scaling near the boundary leads to Painlev´e V, in contrast to the Ginibre ensemble.

Item Type: Article
Projects: [UNSPECIFIED] Painleve equations: analytical properties and numerical computation
Subjects: Q Science > QA Mathematics (inc Computing science) > QA351 Special functions
Q Science > QA Mathematics (inc Computing science) > QA372 Ordinary differential equations
Divisions: Faculties > Sciences > School of Mathematics Statistics and Actuarial Science > Applied Mathematics
Depositing User: Alfredo Deano Cabrera
Date Deposited: 25 Feb 2020 17:34 UTC
Last Modified: 19 Nov 2020 17:50 UTC
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