Critical Hermitian matrix model with external source and Boussinesq hierarchy

Fuente: arXiv
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Main Authors: Wang, Dong, Xu, Shuai-Xia
Format: Preprint
Published: 2025
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author Wang, Dong
Xu, Shuai-Xia
author_facet Wang, Dong
Xu, Shuai-Xia
contents We consider the random Hermitian matrix model of dimension $2n$, with external source, defined by the probability density function \begin{equation*} \frac{1}{Z_{2n}} \lvert \det(M) \rvert^α e^{-2n\mathrm{Tr} (V(M) - AM)}, \quad V(x) = \frac{x^4}{4} - t\frac{x^2}{2}, \end{equation*} where the external source $A$ has two eigenvalues $\pm a$ of equal multiplicity. We investigate the limiting local statistics of the eigenvalues of $M$ around $0$ in certain critical regimes as $n \to \infty$. When the parameters $t$ and $a$ lie on a critical curve along which the limiting mean eigenvalue density vanishes as $|x|^{1/3}$, the double scaling limit of the correlation kernel is constructed from functions associated with the Boussinesq equation. This new limiting kernel reduces to the classical Pearcey kernel when $α= 0$. Furthermore, in the multi-critical case where the limiting mean eigenvalue density vanishes as $|x|^{5/3}$, the limiting kernel is built from the second member of the Boussinesq hierarchy. We derive the results by transforming the random matrix model into biorthogonal ensembles that are analogous to the Muttalib-Borodin ensemble, and then analyzing its asymptotic behavior via a vector Riemann-Hilbert problem.
format Preprint
id arxiv_https___arxiv_org_abs_2512_20343
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Critical Hermitian matrix model with external source and Boussinesq hierarchy
Wang, Dong
Xu, Shuai-Xia
Mathematical Physics
Classical Analysis and ODEs
Probability
Exactly Solvable and Integrable Systems
We consider the random Hermitian matrix model of dimension $2n$, with external source, defined by the probability density function \begin{equation*} \frac{1}{Z_{2n}} \lvert \det(M) \rvert^α e^{-2n\mathrm{Tr} (V(M) - AM)}, \quad V(x) = \frac{x^4}{4} - t\frac{x^2}{2}, \end{equation*} where the external source $A$ has two eigenvalues $\pm a$ of equal multiplicity. We investigate the limiting local statistics of the eigenvalues of $M$ around $0$ in certain critical regimes as $n \to \infty$. When the parameters $t$ and $a$ lie on a critical curve along which the limiting mean eigenvalue density vanishes as $|x|^{1/3}$, the double scaling limit of the correlation kernel is constructed from functions associated with the Boussinesq equation. This new limiting kernel reduces to the classical Pearcey kernel when $α= 0$. Furthermore, in the multi-critical case where the limiting mean eigenvalue density vanishes as $|x|^{5/3}$, the limiting kernel is built from the second member of the Boussinesq hierarchy. We derive the results by transforming the random matrix model into biorthogonal ensembles that are analogous to the Muttalib-Borodin ensemble, and then analyzing its asymptotic behavior via a vector Riemann-Hilbert problem.
title Critical Hermitian matrix model with external source and Boussinesq hierarchy
topic Mathematical Physics
Classical Analysis and ODEs
Probability
Exactly Solvable and Integrable Systems
url https://arxiv.org/abs/2512.20343