Discrete Tracy-Widom Operators
Functional Analysis
2008-07-01 v1
Abstract
Integrable operators arise in random matrix theory, where they describe the asymptotic eigenvalue distribution of large self-adjoint random matrices from the generalized unitary ensembles. This paper considers discrete Tracy-Widom operators, and gives sufficient conditions for a discrete integrable operator to be the square of a Hankel matrix. Examples include the discrete Bessel kernel and kernels arising from the almost Mathieu equation and the Fourier transform of Mathieu's equation.
Cite
@article{arxiv.0806.4919,
title = {Discrete Tracy-Widom Operators},
author = {G. Blower and A. J. McCafferty},
journal= {arXiv preprint arXiv:0806.4919},
year = {2008}
}
Comments
16 pages