Related papers: Asymptotics of a cubic sine kernel determinant
The correlation functions of the quantum nonlinear Schrodinger equation can be presented in terms of a Fredholm determinant. The explicit expression for this determinant is found for the large time and long distance.
We consider the gap probability for the Generalized Bessel process in the single-time and multi-time case. We prove that the scalar and matrix Fredholm determinants of such process can be expressed in terms of determinants of…
The method of realizing certain self-reciprocal transforms as (absolute) scattering, previously presented in summarized form in the case of the Fourier cosine and sine transforms, is here applied to the self-reciprocal transform f(y)->…
Let $(-A,B,C)$ be a continuous time linear system with state space a separable complex Hilbert space $H$, where $-A$ generates a strongly continuous contraction semigroup $(e^{-tA})_{t\geq 0}$ on $H$, and $\phi (t)=Ce^{-tA}B$ is the impulse…
$\tau$-functions of certain Painlev\'e equations (PVI,PV,PIII) can be expressed as a Fredholm determinant. Further, the minor expansion of these determinants provide an interesting connection to Random partitions. This paper is a step…
The authors use Riemann-Hilbert methods to compute the constant that arises in the asymptotic behavior of the Airy-kernel determinant of random matrix theory.
In this paper, we consider the Wright's generalized Bessel kernel $K^{(\alpha,\theta)}(x,y)$ defined by $$\theta x^{\alpha}\int_0^1J_{\frac{\alpha+1}{\theta},\frac{1}{\theta}}(ux)J_{\alpha+1,\theta}((uy)^{\theta})u^\alpha\,\mathrm{d} u,…
We consider the convergence of additive functionals under the determinantal point process with the confluent hypergeometric kernel, corresponding to a sufficiently smooth function $f(x/R)$, as $R\to\infty$. We show that these functionals…
For a wide class of Hermitian random matrices, the limit distribution of the eigenvalues close to the largest one is governed by the Airy point process. In such ensembles, the limit distribution of the k-th largest eigenvalue is given in…
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…
It has been known since the pioneering paper of Mark Kac, that the asymptotics of Fredholm determinants can be studied using probabilistic methods. We demonstrate the efficacy of Kac' approach by studying the Fredholm Pfaffian describing…
We consider the gap probability for the Bessel process in the single-time and multi-time case. We prove that the scalar and matrix Fredholm determinants of such process can be expressed in terms of determinants of integrable kernels \`a la…
We show, using either Fock space techniques or Macdonald difference operators, that certain symplectic and orthogonal analogues of Okounkov's Schur measure are determinantal with kernels given by explicit double contour integrals. We give…
We study the analog of semi-separable integral kernels in $\cH$ of the type {equation*} K(x,x')={cases} F_1(x)G_1(x'), & a<x'< x< b, \\ F_2(x)G_2(x'), & a<x<x'<b, {cases} {equation*} where $-\infty\leq a<b\leq \infty$, and for a.e.\ $x \in…
In this expository article we describe the asymptotics of certain Fredholm determinants which provide solutions to the cylindrical Toda equations, and we explain how these asymptotics are derived. The connection with Fredholm determinants…
The level spacing distributions in the Gaussian Unitary Ensemble, both in the ``bulk of the spectrum,'' given by the Fredholm determinant of the operator with the sine kernel ${\sin \pi(x-y) \over \pi(x-y)}$ and on the ``edge of the…
We derive an identity for the determinant of the sum of two $n\times n$ matrices, $A$ and $B$, whose entries are defined via contour integrals. Specifically, we consider $A(i,j)=\frac{1}{2\pi\mathrm{i}}\oint_0…
We study the dominant eigenstructure of positive-kernel Fredholm operators arising in multi-state structured population models, including integral projection models and age-structured McKendrick-type equations. To obtain a determinant-free…
We consider the generating function of the sine point process on $m$ consecutive intervals. It can be written as a Fredholm determinant with discontinuities, or equivalently as the convergent series \begin{equation*} \sum_{k_{1},...,k_{m}…
For a broad class of point processes, including determinantal point processes, we construct associated marked and conditional ensembles, which allow to study a random configuration in the point process, based on information about a randomly…