First colonization of a hard-edge in random matrix theory
classification
🧮 math-ph
math.MP
keywords
matrixfirsthard-edgemodelrandomspectralstatisticsanalysis
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We describe the spectral statistics of the first finite number of eigenvalues in a newly-forming band on the hard-edge of the spectrum of a random Hermitean matrix model. It is found that in a suitable scaling regime, they are described by the same spectral statistics of a finite-size Laguerre-type matrix model. The method is rigorously based on the Riemann-Hilbert analysis of the corresponding orthogonal polynomials.
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