Hard to soft edge transition for the Muttalib-Borodin ensembles with integer parameter $θ$

Abstract: We find the universal limiting correlation kernels of the Muttalib-Borodin (MB) ensembles with integer parameter $\theta \geq 2$ at $0$ in the transitive regime between the hard edge regime and the soft edge regime. This generalizes the previously studied hard edge to soft edge transition in unitarily invariant random matrix theory by Its, Kuijlaars and \"{O}stensson, which is the $\theta = 1$ special case of our MB ensemble. The derivation is based on the vector Riemann-Hilbert (RH) problems for the biorthogonal polynomials associated with the MB ensemble. In the analysis of the RH problems, we construct matrix-valued model RH problems of size $(\theta + 1) \times (\theta + 1)$, and prove the solvability of the model RH problems by a vanishing lemma. The new limiting correlation kernels are proved to be universal for a large class of potential functions, and they interpolate the Meijer G-kernels for the hard edge regime and the Airy kernel for the soft edge regime. We observe that the new limiting correlation kernels have the integrability that is not seen in previous studies in random matrix theory and determinantal point processes. In the $\theta = 2$ case, we give a detailed analysis of the Lax pair associated with the model RH problem, show that it results in the Chazy I equation, which has a Painlev\'{e} IV reduction, and find that the Lax pair is in the Drinfeld-Sokolov hierarchies.