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Asymptotic analysis of the two-matrix model with a quartic potential

Published online by Cambridge University Press:  29 May 2025

Percy Deift
Affiliation:
New York University, Courant Institute of Mathematical Sciences
Peter Forrester
Affiliation:
University of Melbourne
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Summary

We give a summary of the recent progress made by the authors and collaborators on the asymptotic analysis of the two-matrix model with a quartic potential. The paper also contains a list of open problems.

1. Two-matrix model: introduction

The Hermitian two-matrix model is the probability measure

defined on pairs (M1> , M2) of n× n Hermitian matrices. Here V and W are two polynomial potentials, τ ≠ 0 is a coupling constant, and

is a normalization constant in order to make (1-1) a probability measure.

In recent works of the authors and collaborators [Duits et al. 2011; 2012;

Duits and Kuijlaars 2009; Mo 2009] the model was studied with the aim to gain

understanding in the limiting behavior of the eigenvalues of M1 as n→∞, and

to find and describe new types of critical behaviors.

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Chapter
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Publisher: Cambridge University Press
Print publication year: 2014

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