Related papers: The asymptotics a Bessel-kernel determinant which …
What is the connection of random matrices with integrable systems? Is this connection really useful? The answer to these questions leads to a new and unifying approach to the theory of random matrices. Introducing an appropriate time…
We obtain correction terms to the large N asymptotic expansions of the eigenvalue density for the Gaussian unitary and Laguerre unitary ensembles of random N by N matrices, both in the bulk of the spectrum and near the spectral edge. This…
We consider the limiting process that arises at the hard edge of Muttalib--Borodin ensembles. This point process depends on $\theta > 0$ and has a kernel built out of Wright's generalized Bessel functions. In a recent paper, Claeys, Girotti…
We study averages of multiplicative eigenvalue statistics in ensembles of orthogonal Haar distributed matrices, which can alternatively be written as Toeplitz+Hankel determinants. We obtain new asymptotics for symbols with Fisher-Hartwig…
We consider a problem of approximation of $d$-variate functions defined on $\mathbb{R}^d$ which belong to the Hilbert space with tensor product-type reproducing Gaussian kernel with constant shape parameter. Within worst case setting, we…
We study a Fredholm determinant of the hypergeometric kernel arising in the representation theory of the infinite-dimensional unitary group. It is shown that this determinant coincides with the Palmer-Beatty-Tracy tau function of a Dirac…
We study the joint probability generating function for $k$ occupancy numbers on disjoint intervals in the Bessel point process. This generating function can be expressed as a Fredholm determinant. We obtain an expression for it in terms of…
We consider the asymptotics of the Plancherel measures on partitions of $n$ as $n$ goes to infinity. We prove that the local structure of a Plancherel typical partition (which we identify with a Young diagram) in the middle of the limit…
Some significant quantities in mathematics and physics are most naturally expressed as the Fredholm determinant of an integral operator, most notably many of the distribution functions in random matrix theory. Though their numerical values…
We study the asymptotics of certain measures on partitions (the so-called z-measures and their relatives) in two different regimes: near the diagonal of the corresponding Young diagram and in the intermediate zone between the diagonal and…
We use the steepest descents method to study the integral kernel of a family of normal random matrix ensembles with eigenvalue distribution P_{N}(z_{1},...,z_{N}) = Z_{N}^{-1} e^{-N\Sigma_{i=1}^{N}V_{\alpha}(z_{i})}…
We consider unitary invariant random matrix ensembles which obey spectral statistics different from the Wigner-Dyson, including unitary ensembles with slowly (~(log x)^2) growing potentials and the finite-temperature fermi gas model. If the…
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…
We investigate the asymptotic behavior of a generalized sine kernel acting on a finite size interval [-q,q]. We determine its asymptotic resolvent as well as the first terms in the asymptotic expansion of its Fredholm determinant. Further,…
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…
Two-term asymptotic formulae for the probability distribution functions for the smallest eigenvalue of the Jacobi $ \beta $-Ensembles are derived for matrices of large size in the r\'egime where $ \beta > 0 $ is arbitrary and one of the…
Starting from Montgomery's conjecture, there has been a substantial interest on the connections of random matrix theory and the theory of L-functions. In particular, moments of characteristic polynomials of random matrices have been…
We study the determinant $\det(I-K_{\textnormal{PII}})$ of an integrable Fredholm operator $K_{\textnormal{PII}}$ acting on the interval $(-s,s)$ whose kernel is constructed out of the $\Psi$-function associated with the Hastings-McLeod…
The aim of this paper is to give fine asymptotics for random variables with moments of Gamma type. Among the examples we consider are random determinants of Laguerre and Jacobi beta ensembles with varying dimensions (the number of observed…
We study unitary invariant random matrix ensembles with singular potentials. We obtain asymptotics for the partition functions associated to the Laguerre and Gaussian Unitary Ensembles perturbed with a pole of order $k$ at the origin, in…