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Publication - Professor Francesco Mezzadri

    A matrix model with a singular weight and Painlevé III


    Brightmore, LJ, Mezzadri, F & Mo, MY, 2015, ‘A matrix model with a singular weight and Painlevé III’. Communications in Mathematical Physics, vol 333., pp. 1317-1364


    We investigate the matrix model with weight
    w(x):=exp(−z22x2+tx−x22)and unitary symmetry. In particular we study the double scaling limit as N→∞ and (N−−√t,Nz2)→(u1,u2), where N is the matrix dimension and the parameters (u1, u2) remain finite. Using the Deift-Zhou steepest descent method, we compute the asymptotics of the partition function when z and t are of order O(N−1/2). In this regime we discover a phase transition in the (z, N)-plane
    characterised by the Painlevé III equation. This is the first time that
    Painlevé III appears in studies of double scaling limits in Random
    Matrix Theory and is associated to the emergence of an essential
    singularity in the weighting function. The asymptotics of the partition
    function is expressed in terms of a particular solution of the Painlevé
    III equation. We derive explicitly the initial conditions in the limit Nz2→u2 of this solution.

    Full details in the University publications repository