Local Statistics in Normal Matrix Models with Merging Singularity

Abstract

We study the normal matrix model, also known as the two-dimensional one-component plasma at a specific temperature, with merging singularity. As the number $n$ of particles tends to infinity we obtain the limiting local correlation kernel at the singularity, which is related to the parametrix of the Painlev\'e~II equation. The two main tools are Riemann-Hilbert problems and the generalized Christoffel-Darboux identity. The correlation kernel exhibits a novel anisotropic scaling behavior, where the corresponding spacing scale of particles is $n^{-1/3}$ in the direction of merging and $n^{-1/2}$ in the perpendicular direction. In the vicinity at different distances to the merging singularity we also observe Ginibre bulk and edge statistics, as well as the sine-kernel and the universality class corresponding to the elliptic ensemble in the weak non-Hermiticity regime for the local correlation function.