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 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