Asymptotic expansion for multiplicative statistics in a Hermitian matrix model connected to the lower tail of the KPZ equation
Carla Mariana da Silva Pinheiro
TL;DR
This work analyzes multiplicative statistics for a unitary ensemble under a growing parameter deformation of the weight, extending prior bounded-deformation results to $x=x_0 n^{\alpha}$ with $\alpha\in(0,2/9)$ and linking the large-$n$ limit to the KPZ lower-tail problem. The authors develop a rigorous Riemann–Hilbert framework for orthogonal polynomials with a deformed weight, build global and local parametrices around the spectral endpoints, and perform small-norm analysis to extract precise asymptotics. A key novelty is the connection between the matrix-model deformation and the KPZ lower tail via the Claeys–Cafasso model, allowing the dominant contributions to originate from a neighborhood of the origin and yielding explicit derivatives and leading terms for the multiplicative statistics. The results establish a precise correspondence between large-$n$ statistics of the deformed random matrix model and KPZ fluctuations, with implications for tail behavior and normalization constants in the associated orthogonal-polynomial ensemble.
Abstract
We explore the multiplicative statistics for a unitary random matrix ensemble with a parameter-dependent deformation inserted in the probability measure. Such deformations had been studied for a bounded or decaying parameter. In this work, we extend the previous results for a growing parameter under a controlled rate, and show that the underlying statistics relate to the lower tail study for the KPZ equation.
