Related papers: From gap probabilities in random matrix theory to …

In this paper we consider eigenvalues asymptotics of the energy operator in the one of the most interesting models of quantum physics, describing an interaction between two-level system and harmonic oscillator. The energy operator of this…

We analyze a general class of difference operators $H_\varepsilon = T_\varepsilon + V_\varepsilon$ on $\ell^2(\varepsilon \mathbb{Z}^d)$, where $V_\varepsilon$ is a one-well potential and $\varepsilon$ is a small parameter. We construct…

The Wigner-von Neumann method, which was previously used for perturbing continuous Schr\"{o}dinger operators, is here applied to their discrete counterparts. In particular, we consider perturbations of arbitrary $T$-periodic Jacobi…

We use the well-known isomorphism between operator algebras and function spaces equipped with a star product to study the asymptotic properties of certain matrix sequences in which the matrix dimension $D$ tends to infinity. Our approach is…

We consider a class of unbounded self-adjoint operators including the Hamiltonian of the Jaynes-Cummings model without the rotating-wave approximation (RWA). The corresponding operators are defined by infinite Jacobi matrices with discrete…

In the hard edge scaling limit of the Jacobi unitary ensemble generated by the weight $x^{\alpha}(1-x)^{\beta},~x\in[0,1],~\alpha,\beta>0$, the probability that all eigenvalues of Hermitian matrices from this ensemble lie in the interval…

Airy and Pearcey-like kernels and generalizations arising in random matrix theory are expressed as double integrals of ratios of exponentials, possibly multiplied with a rational function. In this work it is shown that such kernels are…

This paper studies the eigenvalue problem $K \psi = \lambda \psi$ associated with a Fredholm integral operator $K$ defined by a smooth kernel. The focus is on analyzing the convergence behaviour of numerical approximations to eigenvalues…

Let $(G,\kappa)$ be a compact connected Lie group endowed with a biinvariant Riemannian metric, and let $\tilde{G}$ be the complexification of $G$. We apply Grauert tube techniques to the near-diagonal scaling asymptotics of certain…

We outline an approach recently used to prove formulae for the multiplicative constants in the asymptotics for the sine-kernel and Airy-kernel determinants appearing in random matrix theory and related areas.

We study the eigenvalues $\lambda_1,\lambda_2,\lambda_3,\ldots$ (ordered by modulus) of the integral kernel $K(x,y) := \frac{1}{2} + \lfloor \frac{1}{x y}\rfloor - \frac{1}{x y}$ ($0<x,y\leq 1$). This kernel is of interest in connection…

For symmetric random matrices with correlated entries, which are functions of independent random variables, we show that the asymptotic behavior of the empirical eigenvalue distribution can be obtained by analyzing a Gaussian matrix with…

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 prove that Fredholm determinants of the form det(1-K_s), where K_s is the restriction of either the discrete Bessel kernel or the discrete {}_2F_1 kernel to {s,s+1,...}, can be expressed through solutions of discrete Painleve II and V…

Let $J,E\subset\mathbb R$ be two multi-intervals with non-intersecting interiors. Consider the following operator $$A:\, L^2( J )\to L^2(E),\ (Af)(x) = \frac 1\pi\int_{ J } \frac {f(y)\text{d} y}{x-y},$$ and let $A^\dagger$ be its adjoint.…

The J\'{a}nossy density for a determinantal point process is the probability density that an interval $I$ contains exactly $p$ points except for those at $k$ designated loci. The J\'{a}nossy density associated with an integrable kernel…

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…

We study the moment-generating functions (MGF) for linear eigenvalue statistics of Jacobi unitary, symplectic and orthogonal ensembles. By expressing the MGF as Fredholm determinants of kernels of finite rank, we show that the mean and…

This paper uses an incremental matrix expansion approach to derive asymptotic eigenvalue distributions (a.e.d.'s) of sums and products of large random matrices. We show that the result can be derived directly as a consequence of two common…

We consider products of independent random matrices with independent entries. The limit distribution of the expected empirical distribution of eigenvalues of such products is computed. Let $X^{(\nu)}_{jk},{}1\le j,r\le n$, $\nu=1,...,m$ be…