1302.1710 (Maurice Duits)

Painlevé kernels in Hermitian matrix models    [PDF]

Maurice Duits

After reviewing the Hermitian one matrix model, we will give a brief introduction to the Hermitian two matrix model and present a summary of some recent results on the asymptotic behavior of the two matrix model with a quartic potential. In particular, we will discuss a limiting kernel in the quartic/quadratic case that is constructed out of a $4\times 4$ Riemann-Hilbert problem related to Painlev\'e II equation. Also an open problem will be presented.

View original: http://arxiv.org/abs/1302.1710