Abstract:
Ensembles of random Hermitian matrices with a distribution measure defined by an anharmonic potential perturbed by an external source are considered. The limiting characteristics of the eigenvalue distribution
of the matrices in these ensembles are related to the asymptotic behaviour of a certain system of multiple orthogonal polynomials. Strong asymptotic formulae are derived for this system. As a consequence, for matrices in this ensemble the limit mean eigenvalue density is found, and a variational principle is proposed to characterize this density.
Bibliography: 35 titles.
Keywords:
random matrices, multiple orthogonal polynomials, strong asymptotics, matrix Riemann-Hilbert problem, extremal problems in the theory of logarithmic potentials.
Citation:
A. I. Aptekarev, V. G. Lysov, D. N. Tulyakov, “Random matrices with external source and the asymptotic behaviour of multiple orthogonal polynomials”, Sb. Math., 202:2 (2011), 155–206
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\pages 155--206
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Linking options:
https://www.mathnet.ru/eng/sm7702
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V. G. Lysov, “Mnogourovnevye interpolyatsii dlya obobschennoi sistemy Nikishina na grafe-dereve”, Tr. MMO, 83, no. 2, MTsNMO, M., 2022, 345–361
A. P. Starovoitov, N. V. Ryabchenko, “O determinantnykh predstavleniyakh mnogochlenov Ermita–Pade”, Tr. MMO, 83, no. 1, MTsNMO, M., 2022, 17–35
V. G. Lysov, “Multilevel interpolations for the generalized Nikishin system on a tree graph”, Trans. Moscow Math. Soc., –
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Martinez-Finkelshtein A. Silva G.L.F., “Spectral Curves, Variational Problems and the Hermitian Matrix Model With External Source”, Commun. Math. Phys., 383:3 (2021), 2163–2242
Martinez-Finkelshtein A., Silva G.L.F., “Critical Measures For Vector Energy: Asymptotics of Non-Diagonal Multiple Orthogonal Polynomials For a Cubic Weight”, Adv. Math., 349 (2019), 246–315
V. G. Lysov, “Asymptotics of Jacobi–Piñeiro Polynomials and Functions of the Second Kind”, Math. Notes, 103:3 (2018), 495–498
M. A. Lapik, D. N. Tulyakov, “On expanding neighborhoods of local universality of Gaussian unitary ensembles”, Proc. Steklov Inst. Math., 301 (2018), 170–179
V. G. Lysov, D. N. Tulyakov, “On the supports of vector equilibrium measures in the Angelesco problem with nested intervals”, Proc. Steklov Inst. Math., 301 (2018), 180–196
A. I. Aptekarev, D. N. Tulyakov, “Hesse Parametrization of a Spectral Curve”, Math. Notes, 104:5 (2018), 745–748
M. V. Sidortsov, N. A. Starovoitova, A. P. Starovoitov, “Ob asimptotike approksimatsii Ermita–Pade vtorogo roda dlya eksponentsialnykh funktsii s kompleksnymi mnozhitelyami v pokazatelyakh eksponent”, PFMT, 2017, no. 1(30), 73–77
Bertola M., Cafasso M., “The Kontsevich Matrix Integral: Convergence to the Painlevé Hierarchy and Stokes' Phenomenon”, Commun. Math. Phys., 352:2 (2017), 585–619
A. I. Aptekarev, G. López Lagomasino, A. Martínez-Finkelshtein, “On Nikishin systems with discrete components and weak asymptotics of multiple orthogonal polynomials”, Russian Math. Surveys, 72:3 (2017), 389–449
A. P. Starovoitov, “Asymptotics of Diagonal Hermite–Padé Polynomials for the Collection of Exponential Functions”, Math. Notes, 102:2 (2017), 277–288
E. D. Belega, D. N. Tulyakov, “High-dimensional oscillators and Laguerre polynomials”, Russian Math. Surveys, 72:5 (2017), 965–967
V. G. Lysov, D. N. Tulyakov, “On a Vector Potential-Theory Equilibrium Problem with the Angelesco Matrix”, Proc. Steklov Inst. Math., 298 (2017), 170–200
A. P. Starovoitov, E. P. Kechko, “On Some Properties of Hermite–Padé Approximants to an Exponential System”, Proc. Steklov Inst. Math., 298 (2017), 317–333
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