Related papers: Oscillatory asymptotics for the Airy kernel determ…

For the Chebyshev-Stirling numbers, a special case of the Jacobi-Stirling numbers, asymptotic formulae are derived in terms of a local central limit theorem. The underlying probabilistic approach also applies to the classical Stirling…

We relate asymptotics of Jacobi parameters to asymptotics of the spectral weights near the edges. Typical of our results is that for $a_n\equiv 1$, $b_n =-C n^{-\beta}$ ($0<\beta< \frac23)$, one has $d\mu(x)= w(x) dx$ on $(-2,2)$, and near…

We study Brownian motion on Hermitian symmetric spaces of non-compact type in their bounded-domain realization. Using Jordan triple systems, we identify the spectral values after an appropriate change of variables as a Heckman-Opdam…

As is well known the kernel of the orthogonal projector onto the polynomials of degree $n$ in $L^2(w_{\a,\b}, [-1, 1])$ with $w_{\a,\b}(t) = (1-t)^\a(1+t)^\b$ can be written in terms of Jacobi polynomials. It is shown that if the…

In this paper, we consider the Wright's generalized Bessel kernel $K^{(\alpha,\theta)}(x,y)$ defined by $$\theta x^{\alpha}\int_0^1J_{\frac{\alpha+1}{\theta},\frac{1}{\theta}}(ux)J_{\alpha+1,\theta}((uy)^{\theta})u^\alpha\,\mathrm{d} u,…

We propose a new type of approximation to quantum determinants, ``quantum Fredholm determinant", and conjecture that, compared to the quantum Selberg zeta functions derived from Gutzwiller semiclassical trace formulas, such determinants…

Noncolliding Brownian motion (Dyson's Brownian motion model with parameter $\beta=2$) and noncolliding Bessel processes are determinantal processes; that is, their space-time correlation functions are represented by determinants. Under a…

We extend balloon and sample-smoothing estimators, two types of variable-bandwidth kernel density estimators, by a shift parameter and derive their asymptotic properties. Our approach facilitates the unified study of a wide range of density…

String equations related to 2D gravity seem to provide, quite naturally and systematically, integrable kernels, in the sense of Its-Izergin-Korepin and Slavnov. Some of these kernels (besides the "classical" examples of Airy and Pearcey)…

In a previous work, the second author gives a formula showing thatthe wave frontissued of a point of the unit disk hasa large time linear asymptotics. In the present paper, we give ashorter proofand compute the oscillating corrections.

We present a practical framework to prove, in a simple way, two-terms asymptotic expansions for Fourier integrals $$ {\mathcal I}(t) = \int_{\mathbb R}({\rm e}^{it\phi(x)}-1) {\rm d} \mu(x) $$ where $\mu$ is a probability measure on…

We derive an integral representation for the Jacobi-Poisson kernel valid for all admissible type parameters $\alpha,\beta$ in the context of Jacobi expansions. This enables us to develop a technique for proving standard estimates in the…

The formulas that relate Jacobi's Epsilon and Zeta function with real moduli in the interval (1,inf) or with pure imaginary moduli to elliptic functions with moduli in the interval [0,1] are derived.

This paper systematically treats the asymptotic behavior of many (linear/nonlinear) classes of higher-order fractional differential equations with multiple terms. To do this, we utilize the characteristics of Caputo fractional…

It is well known that phase function methods allow for the numerical solution of a large class of oscillatory second order linear ordinary differential equations in time independent of frequency. Unfortunately, these methods break down in…

In this paper, we employ probabilistic techniques to derive sharp, explicit two-sided estimates for the heat kernel of the nonlocal kinetic operator $$ \Delta^{\alpha/2}_v + v \cdot \nabla_x, \quad \alpha \in (0, 2),\ (x,v)\in {\mathbb…

We study the distribution of the smallest eigenvalue for certain classes of positive-definite Hermitian random matrices, in the limit where the size of the matrices becomes large. Their limit distributions can be expressed as Fredholm…

In this paper, under certain restrictions on linear factors of the denominator of a rational function of two variables, the leading term of the asymptotic expansion of the coefficients is found.

We study the problem originally communicated by E. Meckes on the asymptotics for the eigenvalues of the kernel of the unitary eigenvalue process of a random $n \times n$ matrix. The eigenvalues $p_{j}$ of the kernel are, in turn, associated…

In this paper we prove the asymptotic formula for the moments of Minkowski question mark function, which describes the distribution of rationals in the Farey tree. The main idea is to demonstrate that certain a variation of a Laplace method…