Related papers: Discrete Toeplitz/Hankel determinants and the widt…
The purpose of this paper is to compute asymptotically Hankel determinants for weights that are supported in a semi-infinite interval.The main idea is to reduce the problem to determinants of other operators whose determinant asymptotics…
In a celebrated paper, Dyson shows that the spectrum of an n\times n random Hermitian matrix, diffusing according to an Ornstein-Uhlenbeck process, evolves as n noncolliding Brownian motions held together by a drift term. The universal edge…
Spectral properties of Hermitian Toeplitz, Hankel, and Toeplitz-plus-Hankel random matrices with independent identically distributed entries are investigated. Combining numerical and analytic arguments it is demonstrated that spectral…
We establish the relation between two objects: an integrable system related to Painleve II equation, and the symplectic invariants of a certain plane curve \Sigma_{TW} describing the average eigenvalue density of a random hermitian matrix…
We consider a sequence of finite irreducible Markov chains with exponentially small transition rates: the transition graph is a fixed, finite, strongly connected directed graph; the transition rates decay exponentially on a paramenter N…
We compute the Tracy-Widom distribution describing the asymptotic distribution of the largest eigenvalue of a large random matrix by solving a boundary-value problem posed by Bloemendal in his Ph.D. Thesis (2011). The distribution is…
E. Heine in the 19th century studied a system of orthogonal polynomials associated with the weight $\left[x(x-\alpha)(x-\beta)\right]^{-\frac{1}{2}}$, $x\in[0,\alpha]$, $0<\alpha<\beta$. A related system was studied by C. J. Rees in 1945,…
In this paper, we develop the Riemann-Hilbert method to study the asymptotics of discrete orthogonal polynomials on infinite nodes with an accumulation point. To illustrate our method, we consider the Tricomi-Carlitz polynomials…
Recalling recent results on the characterization of threshold-based sampling as quasi-isometric mapping, mathematical implications on the metric and topological structure of the space of event sequences are derived. In this context, the…
We study the asymmetric six-vertex model in the quadrant with parameters on the stochastic line. We show that the random height function of the model converges to an explicit deterministic limit shape as the mesh size tends to 0. We further…
This paper studies the asymptotic behavior of the integral kernel of the Dunkl transform, the so-called Dunkl kernel, when one of its arguments is fixed and the other tends to infinity either within a Weyl chamber of the associated…
We prove universality of Tracy-Widom GUE fluctuations for directed polymers in $1+1$ dimensions in the intermediate disorder regime. Building on the Lindeberg replacement method of arXiv:2304.04871, we refine estimates for the measure of…
In this survey we show how to produce asymptotics of determinants of structured matrices using operator theory methods. We describe the asymptotics for finite Toeplitz matrices, finite Toeplitz plus Hankel matrices and generalizations of…
In this paper we study the asymptotic behavior of the (skew) Macdonald and Jack symmetric polynomials as the number of variables grows to infinity. We characterize their limits in terms of certain variational problems. As an intermediate…
The Tracy-Widom distribution functions involve integrals of a Painlev\'e II function starting from positive infinity. In this paper, we express the Tracy-Widom distribution functions in terms of integrals starting from minus infinity. There…
In this short article we propose a full large $N$ asymptotic expansion of the probability that the $m^{\text{th}}$ power of a random unitary matrix of size $N$ has all its eigenvalues in a given arc-interval centered in $1$ when $N$ is…
In this paper, we study the Hankel determinant generated by a singularly perturbed Gaussian weight $$ w(x,t)=\mathrm{e}^{-x^{2}-\frac{t}{x^{2}}},\;\;x\in(-\infty, \infty),\;\;t>0. $$ By using the ladder operator approach associated with the…
Consider real symmetric, complex Hermitian Toeplitz and real symmetric Hankel band matrix models, where the bandwidth $b_{N}\ra \iy$ but $b_{N}/N \to b$, $b\in [0,1]$ as $N\to \infty$. We prove that the distributions of eigenvalues converge…
We introduce a class of one-dimensional discrete space-discrete time stochastic growth models described by a height function $h_t(x)$ with corner initialization. We prove, with one exception, that the limiting distribution function of…
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…