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arXiv · 1302.3647

Phase transitions and equilibrium measures in random matrix models

A. Martinez-Finkelshtein·R. Orive·E. A. Rakhmanov
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Abstract

The paper is devoted to a study of phase transitions in the Hermitian random matrix models with a polynomial potential. In an alternative equivalent language, we study families of equilibrium measures on the real line in a polynomial external field. The total mass of the measure is considered as the main parameter, which may be interpreted also either as temperature or time. Our main tools are differentiation formulas with respect to the parameters of the problem, and a representation of the equilibrium potential in terms of a hyperelliptic integral. Using this combination we introduce and investigate a dynamical system (system of ODE's) describing the evolution of families of equilibrium measures. On this basis we are able to systematically derive a number of new results on phase transitions, such as the local behavior of the system at all kinds of phase transitions, as well as to review a number of known ones.

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A. Martinez-Finkelshtein, R. Orive, E. A. Rakhmanov. 2014-10-26. Phase transitions and equilibrium measures in random matrix models. https://arxiv.org/abs/1302.3647

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