Critical edge behavior in the perturbed Laguerre ensemble and the Painleve V transcendent

Abstract

In this paper, we consider the perturbed Laguerre unitary ensemble described by the weight function of $$w(x,t)=(x+t{)}^{\hat{I}}»x^{\hat{I}}\pm e^{-x}$$ with $x\ge 0,t>0,\hat{I}\pm >0,\hat{I}\pm +\hat{I}»+1>0.$ The Deift-Zhou nonlinear steepest descent approach is used to analyze the limit of the eigenvalue correlation kernel. It was found that under the double scaling $s=4nt,$ $n\to \infty ,$ $t\to 0$ such that $s$ is positive and finite, at the hard edge, the limiting kernel can be described by the $\ddot{I}†$-function related to a third-order nonlinear differential equation, which is equivalent to a particular Painlevé V (shorted as P${}_{\mathrm{V}}$) transcendent via a simple transformation. Moreover, this P${}_{\mathrm{V}}$ transcendent is equivalent to a general Painlevé P${}_{\mathrm{III}}$ transcendent. For large $s,$ the P${}_{\mathrm{V}}$ kernel reduces to the Bessel kernel ${\mathbf{J}}_{\hat{I}\pm +\hat{I}»}.$ For small $s,$ the P${}_{\mathrm{V}}$ kernel reduces to another Bessel kernel ${\mathbf{J}}_{\hat{I}}\pm .$ At the soft edge, the limiting kernel is the Airy kernel as the classical Laguerre weight.

53 pages