Universality of the matrix Airy and Bessel functions at spectral edges of unitary ensembles

Abstract

This paper deals with products and ratios of average characteristic polynomials for unitary ensembles. We prove universality at the soft edge of the limiting eigenvalues’ density, and write the universal limit in function of the Kontsevich matrix model (“matrix Airy function”, as originally named by Kontsevich). For the case of the hard edge, universality is already known. We show that also in this case the universal limit can be expressed as a matrix integral (“matrix Bessel function”) known in the literature as generalized Kontsevich matrix model.