Related papers: Kernels and point processes associated with Whitta…

Tracy and Widom showed that fundamentally important kernels in random matrix theory arise from differential equations with rational coefficients. More generally, this paper considers symmetric Hamiltonian systems abd determines the…

The matrix Whittaker kernel has been introduced by A. Borodin in Part IV of the present series of papers. This kernel describes a point process -- a probability measure on a space of countable point configurations. The kernel is expressed…

Let $w$ be a semiclassical weight which is generic in Magnus's sense, and $(p_n)_{n=0}^\infty$ the corresponding sequence of orthogonal polynomials. The paper expresses the Christoffel--Darboux kernel as a sum of products of Hankel integral…

First derivatives with respect to the parameters of the Whittaker function $\mathrm{W}_{\kappa ,\mu }\left( x\right) $ are calculated. Using the confluent hypergeometric function, these derivarives can be expressed as infinite sums of…

For a matrix-valued function $\Phi\in L^2_{M_{n\times m}}$, it is well-known that the kernel of a block Hankel operator $H_\Phi$ is an invariant subspace for the shift operator. Thus, if the kernel is nontrivial, then $\ker H_\Phi= \Theta…

We study a 2-parametric family of probability measures on the space of countable point configurations on the punctured real line (the points of the random configuration are concentrated near zero). These measures (or, equivalently, point…

We characterize a Hawkes point process with kernel proportional to the probability density function of Mittag-Leffler random variables. This kernel decays as a power law with exponent $\beta +1 \in (1,2]$. Several analytical results can be…

Suppose that $\Gamma$ is a continuous and self-adjoint Hankel operator on $L^2(0, \infty)$ and that $Lf=-(d/dx(a(x)df/dx))+b(x)f(x)$ with $a(0)=0$. If $a$ and $b$ are both quadratic, hyperbolic or trigonometric functions, and $\phi$…

Let $A$ be a densely defined closed, linear $\omega$-sectorial operator of angle $\theta\in [0,\frac{\pi}{2})$ on a Banach space $X$ for some $\omega\in\mathbb R$. We give an explicit representation (in terms of some special functions) and…

Considering the kernel of an integral operator intertwining two realizations of the group of motions of the pseudo-Euclidian space, we derive two formulas for series containing Whittaker's functions or Weber's parabolic cylinder functions.…

Considered are Wiener--Hopf plus Hankel operators $W(a)+H(b):L^p(\mathbb{R}^+)\to L^p(\mathbb{R}^+)$ with generating functions $a$ and $b$ from a subalgebra of $L^\infty(\mathbb{R})$ containing almost periodic functions and Fourier images…

In this paper we analyze the covariance kernel of the Gaussian process that arises as the limit of fluctuations of linear spectral statistics for Wigner matrices with a few moments. More precisely, the process we study here corresponds to…

First derivatives of the Whittaker function $\mathrm{M}_{\kappa ,\mu }\left(x\right) $ with respect to the parameters are calculated. Using the confluent hypergeometric function, these derivarives can be expressed as infinite sums of…

An orthogonality relation for the Whittaker functions of the second kind of imaginary order, $W_{\kappa,\mathrm{i}\mu}(x)$, with $\mu\in\mathbb{R}$, is investigated. The integral $\int_{0}^{\infty}\mathrm{d}x\:…

A Hankel operator $\Gamma$ in $L^2(\mathbb{R}_+)$ is an integral operator with the integral kernel of the form $h(t+s)$, where $h$ is known as the kernel function. It is known that $\Gamma$ is positive semi-definite if and only if $h$ is…

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 present in this work a new family of kernels to compare positive measures on arbitrary spaces $\Xcal$ endowed with a positive kernel $\kappa$, which translates naturally into kernels between histograms or clouds of points. We first cover…

The adjoint of a matrix in the Lie algebra associated with a matrix algebra is a fundamental operator, which can be generalized to a more general operator $\varphi_{AB}: X\rightarrow AX-XB$ by two matrices $A$ and $B$. The kernel of the…

Based on the seminal work of Hutchinson, we investigate properties of {\em $\alpha$-weighted Cantor measures} whose support is a fractal contained in the unit interval. Here, $\alpha$ is a vector of nonnegative weights summing to $1$, and…

We continue the construction of the $:\phi^4_4:$ quantum field theory. In this paper we consider the Wick kernel of the interacting quantum field. Using the complex structure and the Fock-Bargmann-Berezin-Segal integral representation we…