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JOURNALS // Teoreticheskaya i Matematicheskaya Fizika // Archive

TMF, 2009 Volume 159, Number 1, Pages 34–57 (Mi tmf6331)

This article is cited in 18 papers

Global eigenvalue distribution regime of random matrices with an anharmonic potential and an external source

A. I. Aptekarev, V. G. Lysov, D. N. Tulyakov

M. V. Keldysh Institute for Applied Mathematics, Russian Academy of Sciences

Abstract: We consider ensembles of random Hermitian matrices with a distribution measure determined by a polynomial potential perturbed by an external source. We find the genus-zero algebraic function describing the limit mean density of eigenvalues in the case of an anharmonic potential and a diagonal external source with two symmetric eigenvalues. We discuss critical regimes where the density support changes the connectivity or increases the genus of the algebraic function and consequently obtain local universal asymptotic representations for the density at interior and boundary points of its support (in the generic cases). The investigation technique is based on an analysis of the asymptotic properties of multiple orthogonal polynomials, equilibrium problems for vector potentials with interaction matrices and external fields, and the matrix Riemann–Hilbert boundary value problem.

Keywords: random matrix, matrix model, eigenvalue distribution, Brownian bridge, multiple orthogonal polynomial.

Received: 07.07.2008

DOI: 10.4213/tmf6331


 English version:
Theoretical and Mathematical Physics, 2009, 159:1, 448–468

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