Characteristic polynomials of complex random matrices and Painlev\'e transcendents

TL;DR

This paper investigates characteristic polynomials of non-Hermitian random matrices, revealing connections to Painlevé transcendents in finite and asymptotic regimes, with applications to various matrix ensembles.

Contribution

It establishes new characterizations of correlation functions in terms of Painlevé transcendents for different regimes and matrix models, extending previous results to broader classes.

Findings

Painlevé IV describes boundary asymptotics for Ginibre ensemble.

Painlevé V appears in bulk asymptotics and Fisher-Hartwig singularities.

Painlevé VI arises in non-Gaussian models like truncated unitary ensemble.

Abstract

We study expectations of powers and correlation functions for characteristic polynomials of $N \times N$ non-Hermitian random matrices. For the $1$-point and $2$-point correlation function, we obtain several characterizations in terms of Painlev\'e transcendents, both at finite-$N$ and asymptotically as $N \to \infty$. In the asymptotic analysis, two regimes of interest are distinguished: boundary asymptotics where parameters of the correlation function can touch the boundary of the limiting eigenvalue support and bulk asymptotics where they are strictly inside the support. For the complex Ginibre ensemble this involves Painlev\'e IV at the boundary as $N \to \infty$. Our approach, together with the results in \cite{HW17} suggests that this should arise in a much broader class of planar models. For the bulk asymptotics, one of our results can be interpreted as the merging of two `planar Fisher-Hartwig singularities' where Painlev\'e V arises in the asymptotics. We also discuss the correspondence of our results with a normal matrix model with $d$-fold rotational symmetries known as the \textit{lemniscate ensemble}, recently studied in \cite{BGM, BGG18}. Our approach is flexible enough to apply to non-Gaussian models such as the truncated unitary ensemble or induced Ginibre ensemble; we show that in the former case Painlev\'e VI arises at finite-$N$. Scaling near the boundary leads to Painlev\'e V, in contrast to the Ginibre ensemble.