Free energy expansions of a conditional GinUE and large deviations of the smallest eigenvalue of the LUE

Abstract

We consider a planar Coulomb gas ensemble of size $N$ with the inverse temperature $\beta =2$ and external potential $Q(z)=|z{|}^2-2c\log |z-a|$, where $c>0$ and $a\in \mathbb{C}$. Equivalently, this model can be realised as $N$ eigenvalues of the complex Ginibre matrix of size $(c+1)N\times (c+1)N$ conditioned to have deterministic eigenvalue $a$ with multiplicity $cN$. Depending on the values of $c$ and $a$, the droplet reveals a phase transition: it is doubly connected in the post-critical regime and simply connected in the pre-critical regime. In both regimes, we derive precise large-$N$ expansions of the free energy up to the $O(1)$ term, providing a non-radially symmetric example that confirms the Zabrodin-Wiegmann conjecture made for general planar Coulomb gas ensembles. As a consequence, our results provide asymptotic behaviours of moments of the characteristic polynomial of the complex Ginibre matrix, where the powers are of order $O(N)$. Furthermore, by combining with a duality formula, we obtain precise large deviation probabilities of the smallest eigenvalue of the Laguerre unitary ensemble. Our proof is based on a refined Riemann-Hilbert analysis for planar orthogonal polynomials using the partial Schlesinger transform.

40 pages, 7 figures; v2 41 pages, 7 figures, references and associated text added; v3 43 pages, 8 figures, extended proof of Lemma 3.8

Cited by in corpus (1)

• Orthogonal polynomials in the normal matrix model with two insertions