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Asymptotics of the hard edge Pearcey determinant

Probability 2022-09-27 v1 Mathematical Physics Classical Analysis and ODEs math.MP

Abstract

We study the Fredholm determinant of an integral operator associated to the hard edge Pearcey kernel. This determinant appears in a variety of random matrix and non-intersecting paths models. By relating the logarithmic derivatives of the Fredholm determinant to a 3×33 \times 3 Riemann-Hilbert problem, we obtain asymptotics of the determinant, which is also known as the large gap asymptotics for the corresponding point process.

Keywords

Cite

@article{arxiv.2209.12524,
  title  = {Asymptotics of the hard edge Pearcey determinant},
  author = {Luming Yao and Lun Zhang},
  journal= {arXiv preprint arXiv:2209.12524},
  year   = {2022}
}

Comments

36 pages, 9 figures