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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…
It is shown how the bilinear differential equations satisfied by Fredholm determinants of integral operators appearing as spectral distribution functions for random matrices may be deduced from the associated systems of nonautonomous…
We demonstrate that for the sine-Gordon theory at the free fermion point, the 2-point correlation functions of the fields $\exp (i\al \Phi )$ for $0< \al < 1$ can be parameterized in terms of a solution to a sinh-Gordon-like equation. This…
We consider a large class of deformations of continuous and discrete biorthogonal ensembles and investigate their behavior in the limit of a large number of particles. We provide sufficient conditions to ensure that if a biorthogonal…
Kernel matrices are a key quantity in kernel-based approximation, and important properties such as stability and algorithmic convergence can be analyzed with their help. In this work we refine a multivariate Ingham-type theorem, which is…
The probability that an interval $I$ is free of eigenvalues in a matrix ensemble with unitary symmetry is given by a Fredholm determinant. When the weight function in the matrix ensemble is a classical weight function, and the interval $I$…
We review the asymptotic behavior of a class of Toeplitz (as well as related Hankel and Toeplitz + Hankel) determinants which arise in integrable models and other contexts. We discuss Szego, Fisher-Hartwig asymptotics, and how a transition…
We compute asymptotics for Hankel determinants and orthogonal polynomials with respect to a discontinuous Gaussian weight, in a critical regime where the discontinuity is close to the edge of the associated equilibrium measure support.…
We consider Fredholm determinants of the form identity minus product of spectral projections corresponding to isolated parts of the spectrum of a pair of self-adjoint operators. We show an identity relating such determinants to an integral…
The main result of this paper is that determinantal point processes on the real line corresponding to projection operators with integrable kernels are quasi-invariant, in the continuous case, under the group of diffeomorphisms with compact…
We study the Fredholm minors associated with a Fredholm equation of the second type. We present a couple of new linear recursion relations involving the $n$th and $n-1$th minors, whose solution is a representation of the $n$th minor as an…
For a class of one-dimensional determinantal point processes including those induced by orthogonal projections with integrable kernels satisfying a growth condition, it is proved that their conditional measures, with respect to the…
It is well established that the spectral analysis of canonically quantized four-dimensional Seiberg-Witten curves can be systematically studied via the Nekrasov-Shatashvili functions. In this paper, we explore another aspect of the relation…
For a broad class of point processes, including determinantal point processes, we construct associated marked and conditional ensembles, which allow to study a random configuration in the point process, based on information about a randomly…
Determinantal point processes are characterized by a special structural property of the correlation functions: they are given by minors of a correlation kernel. However, unlike the correlation functions themselves, this kernel is not…
We find the transition kernels for four Markovian interacting particle systems on the line, by proving that each of these kernels is intertwined with a Karlin-McGregor type kernel. The resulting kernels all inherit the determinantal…
We prove a formula expressing a general n by n Toeplitz determinant as a Fredholm determinant of an operator 1-K acting on l_2({n,n+1,...}), where the kernel K admits an integral representation in terms of the symbol of the original…
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…
In this paper we study a linear inverse problem with a biological interpretation, which is modeled by a Fredholm integral equation of the first kind. When the kernel in the Fredholm equation is represented by step func- tions, we obtain…
We develop a coordinate-free probabilistic framework for determinantal point processes associated with Bergman kernels on compact complex manifolds. The basic issue is that Bergman kernels are naturally line-bundle-valued:…