Related papers: Multiplicative functionals on ensembles of non-int…
We consider an ensemble of $N$ discrete nonintersecting paths starting from equidistant points and ending at consecutive integers. Our first result is an explicit formula for the correlation kernel that allows us to analyze the process as…
We study determinantal point processes on $\mathbb{C}$ induced by the reproducing kernels of generalized Fock spaces as well as those on the unit disc $\mathbb{D}$ induced by the reproducing kernels of generalized Bergman spaces. In the…
Situations of a functional predictor paired with a scalar response are increasingly encountered in data analysis. Predictors are often appropriately modeled as square integrable smooth random functions. Imposing minimal assumptions on the…
We derive the large distance asymptotics of the Fredholm determinant of the so-called generalised sine kernel at the critical point. This kernel corresponds to a generalisation of the pure sine kernel arising in the theory of random…
It is shown that the polynuclear growth model is a completely integrable Markov process in the sense that its transition probabilities are given by Fredholm determinants of kernels produced by a scattering transform based on the invariant…
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…
The paper deals with a 3-parameter family of probability measures on the set of partitions, called the z-measures. The z-measures first emerged in connection with the problem of harmonic analysis on the infinite symmetric group. They are a…
We introduce an elliptic extension of Dyson's Brownian motion model, which is a temporally inhomogeneous diffusion process of noncolliding particles defined on a circle. Using elliptic determinant evaluations related to the reduced affine…
We consider a family of linear operators, diagonalized by the Hankel transform. The Fredholm determinants of these operators, restricted to $L_2[0, R]$, are expressed in a convenient form for asymptotic analysis as $R\to\infty$. The result…
The expected signature kernel arises in statistical learning tasks as a similarity measure of probability measures on path space. Computing this kernel for known classes of stochastic processes is an important problem that, in particular,…
Asymptotic expansions of Green functions and spectral densities associated with partial differential operators are widely applied in quantum field theory and elsewhere. The mathematical properties of these expansions can be clarified and…
It was proved by Akemann, Ipsen and Kieburg that squared singular values of products of $M$ complex Ginibre random matrices form a determinantal point process whose correlation kernel is expressible in terms of Meijer's $G$-functions.…
This note characterizes multiplicative linear functionals on reproducing kernel Hilbert spaces of functions on the Euclidean unit ball in complex d-dimensional space, in terms of their action on kernel functions. The kernels considered are…
The Fredholm determinants of a special class of integral operators K supported on the union of m curve segments in the complex plane are shown to be the tau-functions of an isomonodromic family of meromorphic covariant derivative operators…
A kernel of a directed graph is a subset of vertices that is both independent and absorbing (every vertex not in the kernel has an out-neighbour in the kernel). Not all directed graphs contain kernels, and computing a kernel or deciding…
A point process is said to be rigid if for any bounded domain in the phase space, the number of particles in the domain is almost surely determined by the restriction of the configuration to the complement of our bounded domain. The main…
A discrete Gelfand-Tsetlin pattern is a configuration of particles in Z^2. The particles are arranged in a finite number of consecutive rows, numbered from the bottom. There is one particle on the first row, two particles on the second row,…
We study nonintersecting Brownian motions with two prescribed starting and ending positions, in the neighborhood of a tacnode in the time-space plane. Several expressions have been obtained in the literature for the critical correlation…
In this paper, we are concerned with higher-order analogues of the Tracy-Widom distribution, which describe the eigenvalue distributions in unitary random matrix models near critical edge points. The associated kernels are constructed by…
The level spacing distributions which arise when one rescales the Laguerre or Jacobi ensembles of hermitian matrices is studied. These distributions are expressible in terms of a Fredholm determinant of an integral operator whose kernel is…