Related papers: Asymptotics for a determinant with a confluent hyp…
As well as arising naturally in the study of non-intersecting random paths, random spanning trees, and eigenvalues of random matrices, determinantal point processes (sometimes also called fermionic point processes) are relatively easy to…
We prove nontangential asymptotic limits of the Bergman kernel on the diagonal, and the Bergman metric and its holomorphic sectional curvature at exponentially flat infinite type boundary points of smooth bounded pseudoconvex domains in…
Bordered and framed Toeplitz/Hankel determinants have the same structure as Toeplitz/Hankel determinants except in small number of matrix rows and/or columns. We review these structured determinants and their connections to orthogonal…
Explicit representations of the eigenvalues of the peridynamic operator have been recently derived in [5]. These representations are given in terms of generalized hypergeometric functions. Asymptotic analysis of the hypergeometric functions…
We consider the circular unitary ensemble with a Fisher-Hartwig singularity of both jump type and root type at $z=1$. A rescaling of the ensemble at the Fisher-Hartwig singularity leads to the confluent hypergeometric kernel. By studying…
This paper discusses asymptotic distributions of various estimators of the underlying parameters in some regression models with long memory (LM) Gaussian design and nonparametric heteroscedastic LM moving average errors. In the simple…
In this paper, we study an infinite system of Fredholm series of polynomials in $\lambda$, formed, in the classical way, for a continuous Hilbert-Schmidt kernel on $\mathbb{R}\times\mathbb{R}$ of the form…
Considering a determinantal point process on the real line, we establish a connection between the sine-kernel asymptotics for the correlation kernel and the CLT for mesoscopic linear statistics. This implies universality of mesoscopic…
We propose a new type of approximation to quantum determinants, ``quantum Fredholm determinant", and conjecture that, compared to the quantum Selberg zeta functions derived from Gutzwiller semiclassical trace formulas, such determinants…
In this paper, we present an explicit description for the boundary behavior of the Bergman kernel function, the Bergman metric, and the associated curvatures along certain sequences converging to an $h$-extendible boundary point.
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…
Regularized kernel methods such as, e.g., support vector machines and least-squares support vector regression constitute an important class of standard learning algorithms in machine learning. Theoretical investigations concerning…
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…
Fredholm determinants associated to deformations of the Airy kernel are closely connected to the solution to the Kardar-Parisi-Zhang (KPZ) equation with narrow wedge initial data, and they also appear as largest particle distribution in…
We show that the ratio of a discrete Toeplitz/Hankel determinant and its continuous counterpart equals a Freholm determinant involving continuous orthogonal polynomials. This identity is used to evaluate a triple asymptotic of some discrete…
In an earlier work we had considered a Gaussian ensemble of random matrices in the presence of a given external matrix source. The measure is no longer unitary invariant and the usual techniques based on orthogonal polynomials, or on the…
The local eigenvalue statistics of large random matrices near a hard edge transitioning into a soft edge are described by the Bessel process associated with a large parameter $\alpha$. For this point process, we obtain 1) exponential moment…
The kernel smoothing with large bandwidth values causes oversmoothing or underfitting in general. However, when irrelevant variables are included, the corresponding large bandwidth values are known to have an effect of shrinking them. This…
We investigate the asymptotics of the determinant of N by N Hankel matrices generated by Fisher-Hartwig symbols defined on the real line, as N becomes large. Such objects are natural analogues of Toeplitz determinants generated by…
We study a one-parameter family of probability measures on lozenge tilings of large regular hexagons that interpolates between the uniform measure on all possible tilings and a particular fully frozen tiling. The description of the…