Related papers: Level-Spacing Distributions and the Airy Kernel

The ground state properties of $N$ spinless free fermions in a $d$-dimensional confining potential are studied. We find that any $n$-point correlation function has a simple determinantal structure that allows us to compute several…

We use the steepest descents method to study the integral kernel of a family of normal random matrix ensembles with eigenvalue distribution P_{N}(z_{1},...,z_{N}) = Z_{N}^{-1} e^{-N\Sigma_{i=1}^{N}V_{\alpha}(z_{i})}…

The usual formulas for the correlation functions in orthogonal and symplectic matrix models express them as quaternion determinants. From this representation one can deduce formulas for spacing probabilities in terms of Fredholm…

An explicit Fredholm determinant formula is derived for the multipoint distribution of the height function of the totally asymmetric simple exclusion process (TASEP) with arbitrary right-finite initial condition. The method is by solving…

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…

Let $(-A,B,C)$ be a continuous time linear system with state space a separable complex Hilbert space $H$, where $-A$ generates a strongly continuous contraction semigroup $(e^{-tA})_{t\geq 0}$ on $H$, and $\phi (t)=Ce^{-tA}B$ is the impulse…

In the hard edge scaling limit of the Jacobi unitary ensemble generated by the weight $x^{\alpha}(1-x)^{\beta},~x\in[0,1],~\alpha,\beta>0$, the probability that all eigenvalues of Hermitian matrices from this ensemble lie in the interval…

We consider n-by-n matrices whose (i, j)-th entry is f(X_i^T X_j), where X_1, ...,X_n are i.i.d. standard Gaussian random vectors in R^p, and f is a real-valued function. The eigenvalue distribution of these random kernel matrices is…

We establish the universal edge scaling limit of random partitions with the infinite-parameter distribution called the Schur measure. We explore the asymptotic behavior of the wave function, which is a building block of the corresponding…

Motivated by the dynamics of defects in planar pattern-forming systems, we study Fredholm properties of elliptic operators with singular coefficients in weighted Sobolev spaces. In particular, we consider a family of doubly weighted spaces…

In this paper, we investigate the eigenvalue distribution of a class of kernel random matrices whose $(i,j)$-th entry is $f(X_i,X_j)$ where $f$ is a symmetric function belonging to the Paley-Wiener space $\mathcal{B}_c$ and $(X_i)_{1\leq i…

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 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.

The unitary group with the Haar probability measure is called Circular Unitary Ensemble. All the eigenvalues lie on the unit circle in the complex plane and they can be regarded as a determinantal point process on $\mathbb{S}^1$. It is also…

$\tau$-functions of certain Painlev\'e equations (PVI,PV,PIII) can be expressed as a Fredholm determinant. Further, the minor expansion of these determinants provide an interesting connection to Random partitions. This paper is a step…

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…

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…

Partial Bergman kernels $\Pi_{k, E}$ are kernels of orthogonal projections onto subspaces $\mathcal{k} \subset H^0(M, L^k)$ of holomorphic sections of the $k$th power of an ample line bundle over a Kahler manifold $(M, \omega)$. The…

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…

What is the connection of random matrices with integrable systems? Is this connection really useful? The answer to these questions leads to a new and unifying approach to the theory of random matrices. Introducing an appropriate time…