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We obtain "large gap" asymptotics for a Fredholm determinant with a confluent hypergeometric kernel. We also obtain asymptotics for determinants with two types of Bessel kernels which appeared in random matrix theory.

Mathematical Physics · Physics 2010-10-28 P. Deift , I. Krasovsky , J. Vasilevska

We consider the determinantal point process with the confluent hypergeometric kernel. This process is a universal point process in random matrix theory and describes the distribution of eigenvalues of large random Hermitian matrices near…

Mathematical Physics · Physics 2024-02-20 Shuai-Xia Xu , Shu-Quan Zhao , Yu-Qiu Zhao

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 $L^2(-s, s)$…

Probability · Mathematics 2024-05-07 Dan Dai , Luming Yao , Yu Zhai

We obtain large gap asymptotics for Airy kernel Fredholm determinants with any number $m$ of discontinuities. These $m$-point determinants are generating functions for the Airy point process and encode probabilistic information about…

Mathematical Physics · Physics 2019-09-04 Christophe Charlier , Tom Claeys

The Pearcey kernel is a classical and universal kernel arising from random matrix theory, which describes the local statistics of eigenvalues when the limiting mean eigenvalue density exhibits a cusp-like singularity. It appears in a…

Mathematical Physics · Physics 2021-02-24 Dan Dai , Shuai-Xia Xu , Lun Zhang

In the bulk scaling limit of the Gaussian Unitary Ensemble of Hermitian matrices the probability that an interval of length $s$ contains no eigenvalues is the Fredholm determinant of the sine kernel $\sin(x-y)\over\pi(x-y)$ over this…

High Energy Physics - Theory · Physics 2009-10-28 Harold Widom

We consider the convergence of additive functionals under the determinantal point process with the confluent hypergeometric kernel, corresponding to a sufficiently smooth function $f(x/R)$, as $R\to\infty$. We show that these functionals…

Functional Analysis · Mathematics 2026-04-14 Sergei M. Gorbunov

The confluent hypergeometric point process represents a universality class which arises in a variety of different but related areas. It particularly describes the local statistics of eigenvalues in the bulk of spectrum near a Fisher-Hartwig…

Mathematical Physics · Physics 2025-08-15 Taiyang Xu , Lun Zhang , Zhengyang Zhao

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 study the Fredholm determinant of an integral operator associated to the hard edge Pearcey kernel. This determinant appears in a variety of random matrix and non-intersecting paths models. By relating the logarithmic derivatives of the…

Probability · Mathematics 2022-09-27 Luming Yao , Lun Zhang

We study Fredholm determinants of a class of integral operators, whose kernels can be expressed as double contour integrals of a special type. Such Fredholm determinants appear in various random matrix and statistical physics models. We…

Mathematical Physics · Physics 2020-10-29 Mattia Cafasso , Tom Claeys , Manuela Girotti

In Random Matrix Theory the local correlations of the Laguerre and Jacobi Unitary Ensemble in the hard edge scaling limit can be described in terms of the Bessel kernel (containing a parameter $\alpha$). In particular, the so-called hard…

Functional Analysis · Mathematics 2010-01-15 Torsten Ehrhardt

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…

Mathematical Physics · Physics 2016-12-07 Tom Claeys , Manuela Girotti , Dries Stivigny

It was proved by Akemann, Ipsen and Kieburg that squared singular values of products of $M$ complex Ginibre random matrices form a determinantal point process whose correlation kernel is expressible in terms of Meijer's $G$-functions.…

Mathematical Physics · Physics 2015-06-19 Eugene Strahov

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…

Mathematical Physics · Physics 2019-05-14 R. Gharakhloo , A. R. Its , K. K. Kozlowski

We study the one parameter family of Fredholm determinants $\det(I-\gamma K_{\textnormal{csin}}),\gamma\in\mathbb{R}$ of an integrable Fredholm operator $K_{\textnormal{csin}}$ acting on the interval $(-s,s)$ whose kernel is a cubic…

Exactly Solvable and Integrable Systems · Physics 2013-03-11 Thomas Bothner , Alexander Its

We prove that Fredholm determinants of the form det(1-K_s), where K_s is the restriction of either the discrete Bessel kernel or the discrete {}_2F_1 kernel to {s,s+1,...}, can be expressed through solutions of discrete Painleve II and V…

Mathematical Physics · Physics 2007-05-23 Alexei Borodin

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

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 study a Fredholm determinant of the hypergeometric kernel arising in the representation theory of the infinite-dimensional unitary group. It is shown that this determinant coincides with the Palmer-Beatty-Tracy tau function of a Dirac…

Mathematical Physics · Physics 2011-03-25 O. Lisovyy
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