Related papers: Oscillatory asymptotics for the Airy kernel determ…
In this paper, we study the asymptotic behavior of a family of pole-free solutions to the noncommutative Painlev\'e II equation. These particular solutions can be expressed in terms of the Fredholm determinant of the matrix version of the…
We study nonintersecting Brownian motions with two prescribed starting and ending positions, in the neighborhood of a tacnode in the time-space plane. Several expressions have been obtained in the literature for the critical correlation…
We express the gap probabilities of the tacnode process as the ratio of two Fredholm determinants; the denominator is the standard Tracy-Widom distribution, while the numerator is the Fredholm determinant of a very explicit kernel…
As the conclusion of a line of investigation undertaken in two previous papers, we compute asymptotic frequencies for the values taken by numerators of differences of consecutive Farey fractions with denominators restricted to lie in…
We describe a method to evaluate integrals that arise in the asymptotic analysis when two saddle points may be close together. These integrals, which appear in problems from optics, acoustics or quantum mechanics as well as in a wide class…
We recast Byerly's formula for integrals of products of Legendre polynomials. Then we adopt the idea to the case of Jacobi polynomials. After that, we use the formula to derive an asymptotic formula for integrals of products of Jacobi…
Second variation of a smooth optimal control problem at a regular extremal is a symmetric Fredholm operator. We study asymptotics of the spectrum of this operator and give an explicit expression for its determinant in terms of solutions of…
In this paper we compute some of the higher order terms in the large-t asymptotic expansion of the Airy process two-point function, extending the previous work of Adler and van Moerbeke and Widom. We prove that it is possible to represent…
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…
This paper aims to study the asymptotic behaviour of the fundamental solutions (heat kernels) of non-local (partial and pseudo differential) equations with fractional operators in time and space. In particular, we obtain exact asymptotic…
The Airy process A(t), introduced by Pr\"ahofer and Spohn, is the limiting stationary process for a polynuclear growth model. Adler and van Moerbeke found a PDE in the variables s_1, s_2, and t for the probability that A(0)<s_1 and…
The parabolic Airy process is the Airy$_2$ process minus a parabola, initially defined by its finite-dimensional distributions, which are given by a Fredholm determinant formula with the extended Airy kernel. This process is also the…
In this paper, we investigate a determinantal point process on the interval $(-s,s)$, associated with the confluent hypergeometric kernel. Let $\mathcal{K}^{(\alpha,\beta)}_s$ denote the trace class integral operator acting on $L^2(-s, s)$…
We compute the full off-diagonal asymptotics of the equivariant and partial Bergman kernels associated with a circle action on a prequantized K\"ahler manifold with bounded geometry at infinity, then use these results to compute the…
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…
The purpose of this paper is to describe asymptotic formulas for determinants of certain operators that are analogues of Wiener-Hopf operators. The determinant formulas yield information about the distribution functions for certain random…
In this paper we are going to prove two asymptotic formulas for determinants det(I-K_s), as s goes to infinity, where K_s are the Wiener-Hopf-Hankel operators acting on L^2[0,s] with the kernels K(x-y)+K(x+y) and K(x-y)-K(x+y),…
We consider a family of linear operators, diagonalized by the Hankel transform. The Fredholm determinants of these operators, restricted to $L_2[0, R]$, are expressed in a convenient form for asymptotic analysis as $R\to\infty$. The result…
We study a spatial asymptotic behaviour at infinity of kernels $p_t(x)$ for convolution semigroups of nonlocal pseudo-differential operators. We give general and sharp sufficient conditions under which the limits $$ \lim_{r \to \infty}…
The diagonal spin-spin correlations of the square lattice Ising model, originally expressed as Toeplitz determinants, are given by two distinct Fredholm determinants - one with an integral operator having an Appell function kernel and…