Weak and strong confinement in the Freud random matrix ensemble and gap probabilities
Abstract
The Freud ensemble of random matrices is the unitary invariant ensemble corresponding to the weight $\exp(-n |x|^{\beta})$, $\beta>0$, on the real line. We consider the local behaviour of eigenvalues near zero, which exhibits a transition in $\beta$. If $\beta\ge 1$, it is described by the standard sine process. Below the critical value $\beta=1$, it is described by a process depending on the value of $\beta$, and we determine the first two terms of the large gap probability in it. This so called weak confinement range $0<\beta<1$ corresponds to the Freud weight with the indeterminate moment problem. We also find the multiplicative constant in the asymptotic expansion of the Freud multiple integral for $\beta\ge 1$.
- Publication:
-
arXiv e-prints
- Pub Date:
- September 2022
- DOI:
- 10.48550/arXiv.2209.07253
- arXiv:
- arXiv:2209.07253
- Bibcode:
- 2022arXiv220907253C
- Keywords:
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- Mathematical Physics;
- Mathematics - Classical Analysis and ODEs;
- Mathematics - Complex Variables;
- Mathematics - Probability;
- 30E05;
- 30E15;
- 30E20;
- 30E25;
- 30E99
- E-Print:
- 56 pages