Related papers: Oscillatory asymptotics for the Airy kernel determ…
The level spacing distributions which arise when one rescales the Laguerre or Jacobi ensembles of hermitian matrices is studied. These distributions are expressible in terms of a Fredholm determinant of an integral operator whose kernel is…
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…
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…
The paper deals with the large time asymptotic of the fundamental solution for a time fractional evolution equation for a convolution type operator. In this equation we use a Caputo time derivative of order $\alpha$ with $\alpha\in(0,1)$,…
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 give the Jordan form and the Singular Value Decomposition for an integral operator ${\cal N}$ with a non-symmetric kernel $N(y,z)$. This is used to give solutions of Fredholm equations for non-symmetric kernels, and to determine the…
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 $K_s$…
We prove some asymptotic formulae concerning the distribution of the index of Farey fractions of order Q as $Q\to \infty$.
For Jacobi parameters belonging to one of the three classes: asymptotically periodic, periodically modulated and the blend of these two, we study the asymptotic behavior of the Christoffel functions and the scaling limits of the…
In this paper, we study the strong asymptotic for the orthogonal polynomials and universality associated with singularly perturbed Pollaczek-Jacobi type weight $$w_{p_J2}(x,t)=e^{-\frac{t}{x(1-x)}}x^\alpha(1-x)^\beta, $$ where $t \ge 0$,…
We consider real-valued solutions $u=u(x|s),x\in\mathbb{R}$ of the second Painlev\'e equation $u_{xx}=xu+2u^3$ which are parametrized in terms of the monodromy data $s\equiv(s_1,s_2,s_3)\subset\mathbb{C}^3$ of the associated Flaschka-Newell…
We consider the asymptotic normality in $L^2$ of kernel estimators of the long run covariance kernel of stationary functional time series. Our results are established assuming a weakly dependent Bernoulli shift structure for the underlying…
The heat kernel associated with the setting of the classical Jacobi polynomials is defined by an oscillatory sum which cannot be computed explicitly, in contrast to the situation for the two other classical systems of orthogonal…
We extend the formalism of integrable operators a' la Its-Izergin-Korepin-Slavnov to matrix-valued convolution operators on a semi-infinite interval and to matrix integral operators with a kernel of the form E_1^T(x) E_2(y)/(x+y) thus…
I derive a Fredholm determinant for the thermal correlator of vertex operators with a conformally invariant density matrix and nonlinear time evolution. Using the method of nonlinear steepest descent I find the long time asymptotics at…
We study the properties and asymptotics of the Jacobi matrices associated with equilibrium measures of the weakly equilibrium Cantor sets. These family of Cantor sets were defined and different aspects of orthogonal polynomials on them were…
We compute the asymptotics of eigenvalues of Jacobi matrices with the zero coefficients on the main diagonal and the off-diagonal coefficients which converge to zero.
Uniform asymptotic approximations are obtained for the prolate spheroidal wave functions, in the high-frequency case. The results are obtained by an application of certain existing asymptotic solutions of differential equations, and involve…
We are interested in the asymptotic behavior of orthogonal polynomials of the generalized Jacobi type as their degree $n$ goes to $\infty$. These are defined on the interval $[-1,1]$ with weight function…
Using complex analysis techniques we obtain precise asymptotic approximations for the kernels corresponding to the symmetric $\alpha$-stable processes and their fractional derivatives. We apply our method to general L\'evy processes whose…