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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…

Mathematical Physics · Physics 2013-06-06 M. Adler , M. Cafasso , P. van Moerbeke

We consider unitary invariant random matrix ensembles which obey spectral statistics different from the Wigner-Dyson, including unitary ensembles with slowly (~(log x)^2) growing potentials and the finite-temperature fermi gas model. If the…

Disordered Systems and Neural Networks · Physics 2009-10-31 Shinsuke M. Nishigaki

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.

Mathematical Physics · Physics 2010-07-08 I. Krasovsky

In the present paper, we study the asymptotics of the Fredholm determinant $D(x,s)$ of the finite-temperature deformation of the sine kernel, which represents the probability that there is no particles on the interval $(-x/\pi,x/\pi)$ in…

Mathematical Physics · Physics 2024-10-30 Shuai-Xia Xu

We review the authors' recent work \cite{BDIK1,BDIK2,BDIK3} where we obtain the uniform large $s$ asymptotics for the Fredholm determinant $D(s,\gamma):=\det(I-\gamma K_s\upharpoonright_{L^2(-1,1)})$, $0\leq\gamma\leq 1$. The operator $K_s$…

Mathematical Physics · Physics 2018-10-10 Thomas Bothner , Percy Deift , Alexander Its , Igor Krasovsky

We study the determinant $\det(I-K_{\textnormal{PII}})$ of an integrable Fredholm operator $K_{\textnormal{PII}}$ acting on the interval $(-s,s)$ whose kernel is constructed out of the $\Psi$-function associated with the Hastings-McLeod…

Mathematical Physics · Physics 2012-11-06 Thomas Bothner , Alexander Its

We introduce and study a 2-parameter family of unitarily invariant probability measures on the space of infinite Hermitian matrices. We show that the decomposition of a measure from this family on ergodic components is described by a…

Mathematical Physics · Physics 2009-10-31 Alexei Borodin , Grigori Olshanski

We study the hermitian one matrix model with semi-classical potential. This is a general unitary invariant random matrix ensemble in which the potential has a derivative that is a rational function and the measure is supported on some…

Mathematical Physics · Physics 2015-04-20 Max R. Atkin

We study the Fredholm determinant of an integrable operator acting on the interval $(0,s)$ whose kernel is constructed out of a hierarchy of higher order analogues to the Painlev\'{e} III equation. This Fredholm determinant describes the…

Mathematical Physics · Physics 2018-02-09 Dan Dai , Shuai-Xia Xu , Lun Zhang

We analyze a numerical method for computing Fredholm determinants of trace class and Hilbert Schmidt integral operators defined in terms of matrix-valued kernels on the entire real line. With this method, the Fredholm determinant is…

Numerical Analysis · Mathematics 2025-07-31 Erika Gallo , John Zweck , Yuri Latushkin

We study a family of Fredholm determinants associated to deformations of the sine kernel, parametrized by a weight function w. For a specific choice of w, this kernel describes bulk statistics of finite temperature free fermions. We…

Mathematical Physics · Physics 2023-09-08 Tom Claeys , Sofia Tarricone

Some significant quantities in mathematics and physics are most naturally expressed as the Fredholm determinant of an integral operator, most notably many of the distribution functions in random matrix theory. Though their numerical values…

Numerical Analysis · Mathematics 2010-06-01 Folkmar Bornemann

In this paper, we take the first step towards an extension of the nonlinear steepest descent method of Deift, Its and Zhou to the case of operator Riemann-Hilbert problems. In particular, we provide long range asymptotics for a Fredholm…

Functional Analysis · Mathematics 2007-05-23 Spyridon Kamvissis

We obtain uniform asymptotics for polynomials orthogonal on a fixed and varying arc of the unit circle with a positive analytic weight function. We also complete the proof of the large $s$ asymptotic expansion for the Fredholm determinant…

Functional Analysis · Mathematics 2007-05-23 I. V. Krasovsky

We study the one-parameter family of Fredholm determinants $\det(I-\rho^2\mathcal{K}_{n,x})$, $\rho\in\mathbb{R}$, where $\mathcal{K}_{n,x}$ stands for the integral operator acting on $L^2(x,+\infty)$ with the higher order Airy kernel. This…

Mathematical Physics · Physics 2023-08-02 Jun Xia , Yi-Fan Hao , Shuai-Xia Xu , Lun Zhang , Yu-Qiu Zhao

In earlier work the authors proved the Bergman kernel expansion for semipositive line bundles over a Riemann surface whose curvature vanishes to atmost finite order at each point. Here we explore the related results and consequences of the…

Differential Geometry · Mathematics 2024-03-26 George Marinescu , Nikhil Savale

In this paper, we study an infinite system of Fredholm series of polynomials in $\lambda$, formed, in the classical way, for a continuous Hilbert-Schmidt kernel on $\mathbb{R}\times\mathbb{R}$ of the form…

Spectral Theory · Mathematics 2012-10-04 Igor M. Novitskii

In the present paper, we consider the integral operator, which acts in Hilbert space and has sine kernel. This operator generates two operator identities and two corresponding canonical differential systems. We find the asymptotics of the…

Classical Analysis and ODEs · Mathematics 2021-06-07 Lev Sakhnovich

We prove that the asymptotics of the Fredholm determinant of $I-K_\alpha$, where $K_\alpha$ is the integral operator with the sine kernel $\sin(x-y)/(x-y)/\pi$ on the interval $[0,\alpha]$ is given by a formula which was conjectured by F.J.…

Functional Analysis · Mathematics 2007-05-23 Torsten Ehrhardt

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.

Functional Analysis · Mathematics 2007-06-21 P. Deift , A. Its , I. Krasovsky