Critical edge behavior and the Bessel to Airy transition in the singularly perturbed Laguerre unitary ensemble

Abstract

In this paper, we study the singularly perturbed Laguerre unitary ensemble $$\frac{1}{Z_n}(\det M{)}^{\alpha }{e}^{-\text{tr}{V}_t(M)}dM,\alpha >0,$$ with $V_t(x)=x+t/x$, $x\in (0,+\infty )$ and $t>0$. Due to the effect of $t/x$ for varying $t$, the eigenvalue correlation kernel has a new limit instead of the usual Bessel kernel at the hard edge 0. This limiting kernel involves $\psi$-functions associated with a special solution to a new third-order nonlinear differential equation, which is then shown equivalent to a particular Painlevé III equation. The transition of this limiting kernel to the Bessel and Airy kernels is also studied when the parameter $t$ changes in a finite interval $(0,d]$. Our approach is based on Deift-Zhou nonlinear steepest descent method for Riemann-Hilbert problems.

41 pages, 6 figures. Modifications are made in Introduction and Sec. 2.2. Typos corrected and references added

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