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The extended Airy kernel describes the space-time correlation functions for the Airy process, which is the limiting process for a polynuclear growth model. The Airy functions themselves are given by integrals in which the exponents have a…

Probability · Mathematics 2007-05-23 Craig A. Tracy , Harold Widom

We study transitions between the three universal limiting kernels Airy, Pearcey and sine kernel, arising in Random Matrix Theory at edge, cusp and bulk points of the spectrum. Under appropriate rescalings, we provide complete asymptotic…

Classical Analysis and ODEs · Mathematics 2024-12-17 Thorsten Neuschel , Martin Venker

Airy and Pearcey-like kernels and generalizations arising in random matrix theory are expressed as double integrals of ratios of exponentials, possibly multiplied with a rational function. In this work it is shown that such kernels are…

Mathematical Physics · Physics 2013-06-06 M. Adler , M. Cafasso , P. van Moerbeke

We develop a general theory for percolation in directed random networks with arbitrary two point correlations and bidirectional edges, that is, edges pointing in both directions simultaneously. These two ingredients alter the previously…

Disordered Systems and Neural Networks · Physics 2009-11-11 M. Boguna , M. A. Serrano

Scaling level-spacing distribution functions in the ``bulk of the spectrum'' in random matrix models of $N\times N$ hermitian matrices and then going to the limit $N\to\infty$, leads to the Fredholm determinant of the sine kernel…

High Energy Physics - Theory · Physics 2009-07-13 Craig A. Tracy , Harold Widom

At a typical cusp point of the disordered region in a random tiling model we expect to see a determinantal process called the Pearcey process in the appropriate scaling limit. However, in certain situations another limiting point process…

Probability · Mathematics 2015-12-01 Erik Duse , Kurt Johansson , Anthony Metcalfe

The purpose of this article is to develop a theory behind the occurrence of "path-integral" kernels in the study of extended determinantal point processes and non-intersecting line ensembles. Our first result shows how determinants…

Probability · Mathematics 2020-10-15 Alexei Borodin , Ivan Corwin , Daniel Remenik

We study Fredholm determinants related to a family of kernels which describe the edge eigenvalue behavior in unitary random matrix models with critical edge points. The kernels are natural higher order analogues of the Airy kernel and are…

Mathematical Physics · Physics 2009-01-19 T. Claeys , A. Its , I. Krasovsky

We investigate extended processes given by last-passage times in directed models defined using exponential variables with decaying mean. In certain cases we find the universal Airy process, but other cases lead to non-universal and trivial…

Probability · Mathematics 2007-05-23 Kurt Johansson

For a wide class of Hermitian random matrices, the limit distribution of the eigenvalues close to the largest one is governed by the Airy point process. In such ensembles, the limit distribution of the k-th largest eigenvalue is given in…

Mathematical Physics · Physics 2017-09-06 Tom Claeys , Antoine Doeraene

We show that near a point where the equilibrium density of eigenvalues of a matrix model behaves like y ~ x^{p/q}, the correlation functions of a random matrix, are, to leading order in the appropriate scaling, given by determinants of the…

Mathematical Physics · Physics 2009-09-08 Michel Bergere , Bertrand Eynard

In random tiling and dimer models we can get various limit shapes which gives the boundaries between different types of phases. The shape fluctuations at these boundaries give rise to universal limit laws, in particular the Airy process. We…

Probability · Mathematics 2017-04-21 Kurt Johansson

Scaling level-spacing distribution functions in the ``bulk of the spectrum'' in random matrix models of $N\times N$ hermitian matrices and then going to the limit $N\to\infty$, leads to the Fredholm determinant of the sine kernel…

High Energy Physics - Theory · Physics 2009-07-11 Craig A. Tracy , Harold Widom

In (J. Stat. Phys. 132, 275-290, 2008) Borodin and P\'ech\'e introduced a generalization of the extended Airy kernel based on two infinite sets of parameters. For an arbitrary choice of parameters we construct determinantal point processes…

Probability · Mathematics 2025-03-18 Evgeni Dimitrov

We examine the effects of introducing a wall or edge into a directed percolation process. Scaling ansatzes are presented for the density and survival probability of a cluster in these geometries, and we make the connection to surface…

Statistical Mechanics · Physics 2009-10-30 Per Frojdh , Martin Howard , Kent B. Lauritsen

In this paper we study two multicritical correlation kernels and prove that they converge to the Pearcey kernel in a certain double scaling limit. The first kernel appears in a model of non-intersecting Brownian motions at a tacnode. The…

Mathematical Physics · Physics 2012-08-06 Dries Geudens , Lun Zhang

The Airy line ensemble is a central object in random matrix theory and last passage percolation defined by a determinantal formula. The goal of this paper is to provide a set of tools which allow for precise probabilistic analysis of the…

Probability · Mathematics 2021-05-24 Duncan Dauvergne , Bálint Virág

We address the question of how the celebrated universality of local correlations for the real eigenvalues of Hermitian random matrices of size NxN can be extended to complex eigenvalues in the case of random matrices without symmetry.…

Mathematical Physics · Physics 2015-04-20 G. Akemann , M. J. Phillips

We consider several aspects of the scaling limit of percolation on random planar triangulations, both finite and infinite. The equivalents for random maps of Cardy's formula for the limit under scaling of various crossing probabilities are…

Probability · Mathematics 2007-05-23 Omer Angel

In this paper, we prove that biorthogonal ensembles on the real line with a specific derivative structure admit an explicit correlation kernel of double contour integral form. We will demonstrate that this expression is a valuable starting…

Mathematical Physics · Physics 2026-03-05 Tom Claeys , Jiyuan Zhang
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