Polynomial kernel computation

We study unitary random matrix ensembles of the form −1 Zn,N | det M |2α e−N Tr V (M ) dM, where α −1/2 and V is such that the limiting mean eigenvalue density for n, N → ∞ and n/N → 1 vanishes quadratically at the origin. In order to compute the double scaling limits of the eigenvalue correlation kernel near the origin, we use the Deift/Zhou steepest descent method applied to the Riemann-Hilbert problem for orthogonal polynomials on the real line with respect to the weight |x|2α e−N V (x) . ...

42p dontetvui 17-01-2013 73 7   Download