The Expectation of a Multiplicative Functional under the Sine-Process
Probability
2024-12-31 v1 Mathematical Physics
Classical Analysis and ODEs
Dynamical Systems
Functional Analysis
math.MP
Abstract
An explicit expression for the expected value of a regularized multiplicative functional under the sine-process is obtained by passing to the scaling limit in the Borodin-Okounkov-Geronimo-Case formula.
Cite
@article{arxiv.2412.20902,
title = {The Expectation of a Multiplicative Functional under the Sine-Process},
author = {Alexander I. Bufetov},
journal= {arXiv preprint arXiv:2412.20902},
year = {2024}
}
Comments
10 pages