Universality for Multiplicative Statistics of Hermitian Random Matrices and the Integro-Differential Painlevé II Equation
نویسندگان
چکیده
We study multiplicative statistics for the eigenvalues of unitarily-invariant Hermitian random matrix models. consider one-cut regular polynomial potentials and a large class statistics. show that in limit several associated quantities converge to limits which are universal both potential family considered. In turn, such described by integro-differential Painlev\'e II equation, particular they connect models considered with narrow wedge solution KPZ equation at any finite time.
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ژورنال
عنوان ژورنال: Communications in Mathematical Physics
سال: 2022
ISSN: ['0010-3616', '1432-0916']
DOI: https://doi.org/10.1007/s00220-022-04518-3