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Determinantal point processes are point processes whose correlation functions are given by determinants of matrices. The entries of these matrices are given by one fixed function of two variables, which is called the kernel of the point…
We study the Fredholm determinant of an integrable operator acting on the interval $(0,s)$ whose kernel is constructed out of a hierarchy of higher order analogues to the Painlev\'{e} III equation. This Fredholm determinant describes the…
A system of one-dimensional Brownian motions (BMs) conditioned never to collide with each other is realized as (i) Dyson's BM model, which is a process of eigenvalues of hermitian matrix-valued diffusion process in the Gaussian unitary…
The parabolic Airy process is the Airy$_2$ process minus a parabola, initially defined by its finite-dimensional distributions, which are given by a Fredholm determinant formula with the extended Airy kernel. This process is also the…
Polynomial ensembles are determinantal point processes associated with (non necessarily orthogonal) projections onto polynomial subspaces. The aim of this survey article is to put forward the use of recurrence coefficients to obtain the…
We present the conditional determinantal point process (DPP) approach to obtain new (mostly Fredholm determinantal) expressions for various eigenvalue statistics in random matrix theory. It is well-known that many (especially $\beta=2$)…
We study Fredholm determinants of the Painlev\'e II and Painlev\'e XXXIV kernels. In certain critical unitary random matrix ensembles, these determinants describe special gap probabilities of eigenvalues. We obtain Tracy-Widom formulas for…
Consider $a$ particles performing simple, symmetric, non-intersecting random walks, starting at points $2(j-1)$, $1\le j\le a$ at time 0 and ending at $2(j-1)+c-b$ at time $b+c$. This can also be interpreted as a random rhombus tiling of an…
Infinite determinantal measures introduced in this note are inductive limits of determinantal measures on an exhausting family of subsets of the phase space. Alternatively, an infinite determinantal measure can be described as a product of…
Consider Dyson's Hermitian Brownian motion model after a finite time S, where the process is started at N equidistant points on the real line. These N points after time S form a determinantal process and has a limit as N tends to infinity.…
A system of non-intersecting squared Bessel processes is considered which all start from one point and they all return to another point. Under the scaling of the starting and ending points when the macroscopic boundary of the paths touches…
In the bulk scaling limit of the Gaussian Unitary Ensemble of Hermitian matrices the probability that an interval of length $s$ contains no eigenvalues is the Fredholm determinant of the sine kernel $\sin(x-y)\over\pi(x-y)$ over this…
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…
Macdonald processes are probability measures on sequences of partitions defined in terms of nonnegative specializations of the Macdonald symmetric functions and two Macdonald parameters q,t in [0,1). We prove several results about these…
The asymptotic properties of integral operators with the generalized sine kernel acting on the real axis are studied. The formulas for the resolvent and the Fredholm determinant are obtained in the large x limit. Some applications of the…
We consider certain noncolliding interacting particle systems driven by Brownian noise. A key example is drifted Brownian motions conditioned not to intersect and related models of eigenvalues of Hermitian random matrices. We establish…
We study a class of observables in four-dimensional superconformal Yang--Mills theories which, in the planar limit at finite 't Hooft coupling, can be expressed as determinants of semi-infinite matrices built from Bessel functions. This…
We analyze a numerical method for computing Fredholm determinants of trace class and Hilbert Schmidt integral operators defined in terms of matrix-valued kernels on the entire real line. With this method, the Fredholm determinant is…
Previously, we showed that computational mechanic's causal states -- predictively-equivalent trajectory classes for a stochastic dynamical system -- can be cast into a reproducing kernel Hilbert space. The result is a widely-applicable…
We investigate the short-time expansion of the heat kernel of a Laplace type operator on a compact Riemannian manifold and show that the lowest order term of this expansion is given by the Fredholm determinant of the Hessian of the energy…