Painlevé IV Critical Asymptotics for Orthogonal Polynomials in the Complex Plane

Abstract

We study the asymptotic behaviour of orthogonal polynomials in the complex plane that are associated to a certain normal matrix model. The model depends on a parameter and the asymptotic distribution of the eigenvalues undergoes a transition for a special value of the parameter, where it develops a corner-type singularity. In the double scaling limit near the transition we determine the asymptotic behaviour of the orthogonal polynomials in terms of a solution of the Painlev\'e IV equation. We determine the Fredholm determinant associated to such solution and we compute it numerically on the real line, showing also that the corresponding Painlev\'e transcendent is pole-free on a semiaxis.