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Universality for Multiplicative Statistics of Hermitian Random Matrices and the Integro-Differential Painleve II Equation

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Author(s):
Ghosal, Promit ; Silva, Guilherme L. F.
Total Authors: 2
Document type: Journal article
Source: Communications in Mathematical Physics; v. 397, n. 3, p. 71-pg., 2022-11-10.
Abstract

We study multiplicative statistics for the eigenvalues of unitarily-invariant Hermitian random matrix models. We consider one-cut regular polynomial potentials and a large class of multiplicative statistics. We show that in the large matrix limit several associated quantities converge to limits which are universal in both the polynomial potential and the family of multiplicative statistics considered. In turn, such universal limits are described by the integro-differential Painleve II equation, and in particular they connect the random matrix models considered with the narrow wedge solution to the KPZ equation at any finite time. (AU)

FAPESP's process: 20/02506-2 - Asymptotic analysis of interacting particle systems and random matrix theory
Grantee:Guilherme Lima Ferreira da Silva
Support Opportunities: Scholarships in Brazil - Young Researchers
FAPESP's process: 19/16062-1 - Asymptotic analysis of interacting particle systems and random matrix theory
Grantee:Guilherme Lima Ferreira da Silva
Support Opportunities: Research Grants - Young Investigators Grants