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Characteristic polynomials of complex random matrices and Painlevé transcendents

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posted on 2023-06-09, 20:45 authored by Alfredo Deaño, Nicholas SimmNicholas Simm
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 Painlevé transcendents, both at finite-N and asymptotically as N?8. 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 Painlevé IV at the boundary as N \to \infty. Our approach, together with the results in \cite{HW17} 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 Painlevé 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 \textit{lemniscate ensemble}, recently studied in \cite{BGM, BGG18}. 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 Painlevé VI arises at finite-N. Scaling near the boundary leads to Painlevé V, in contrast to the Ginibre ensemble.

Funding

Random matrix theory and log-correlated Gaussian fields; G2472; ROYAL SOCIETY; URF\R1\180707

History

Publication status

  • Published

File Version

  • Accepted version

Journal

International Mathematics Research Notices

ISSN

1073-7928

Publisher

Oxford University Press

Department affiliated with

  • Mathematics Publications

Research groups affiliated with

  • Probability and Statistics Research Group Publications

Full text available

  • Yes

Peer reviewed?

  • Yes

Legacy Posted Date

2020-03-03

First Open Access (FOA) Date

2021-05-26

First Compliant Deposit (FCD) Date

2020-03-01

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