Related papers: Riemann-Hilbert approach to gap probabilities for …
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}…
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 study eigenvalue problems for the de Rham complex on varying three dimensional domains. Our analysis includes the Helmholtz equation as well as the Maxwell system with mixed boundary conditions and non-constant coefficients. We provide…
In this paper, we characterize Probabilistic Principal Component Analysis in Hilbert spaces and demonstrate how the optimal solution admits a representation in dual space. This allows us to develop a generative framework for kernel methods.…
Matrix Szego biorthogonal polynomials for quasi-definite matrices of measures are studied. For matrices of Holder weights a Riemann-Hilbert problem is uniquely solved in terms of the matrix Szego polynomials and its Cauchy transforms. The…
A family of random variables $\mathbf{X}(s)$, depending on a real parameter $s>-\frac{1}{2}$, appears in the asymptotics of the joint moments of characteristic polynomials of random unitary matrices and their derivatives, in the ergodic…
The discrete Painlev\'e III equation is investigated based on the bilinear formalism. It is shown that it admits the solutions expressed by the Casorati determinant whose entries are given by the discrete Bessel function. Moreover, based on…
Linear autoregressive models serve as basic representations of discrete time stochastic processes. Different attempts have been made to provide non-linear versions of the basic autoregressive process, including different versions based on…
The purpose of this paper is to push forward the theory of operator-valued Riemann Hilbert problems and demonstrate their effectiveness in respect to the implementation of a non-linear steepest descent method \textit{\'{a} la} Deift-Zhou.…
Painleve's transcendental differential equation P_{VI} may be expressed as the consistency condition for a pair of linear differential equations with 2 by 2 matrix coefficients with rational entries. By a construction due to Tracy and…
We formulate the inverse spectral theory of infinite gap Hill's operators with bounded periodic potential as a Riemann--Hilbert problem on a typically infinite collection of spectral bands and gaps. We establish a uniqueness theorem for…
We consider the first hitting times of the Bessel processes. We give explicit expressions for the distribution functions and for the densities by means of the zeros of the Bessel functions. The results extend the classical ones and cover…
The kernel function and its hyperparameters are the central model selection choice in a Gaussian proces (Rasmussen and Williams, 2006). Typically, the hyperparameters of the kernel are chosen by maximising the marginal likelihood, an…
Different aspects of the connection between the Bessel process and the conformal quantum mechanics (CQM) are discussed. The meaning of the possible generalizations of both models is investigated with respect to the other model, including…
We provide a thorough construction of a system of compatible determinant line bundles over spaces of Fredholm operators, fully verify that this system satisfies a number of important properties, and include explicit formulas for all…
We compute asymptotics for Hankel determinants and orthogonal polynomials with respect to a discontinuous Gaussian weight, in a critical regime where the discontinuity is close to the edge of the associated equilibrium measure support.…
This paper extends results of earlier work on ASEP to the case of step Bernoulli initial condition. The main results are a representation in terms of a Fredholm determinant for the probability distribution of a fixed particle, and…
We give natural constructions of number rigid determinantal point processes on the unit disc $\mathbb{D}$ with sub-Bergman kernels of the form \[ K_\Lambda(z, w) = \sum_{n\in \Lambda}(n+1) z^n \bar{w}^n, \quad z, w \in \mathbb{D}, \] with…
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…
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…