Related papers: Level-Spacing Distributions and the Airy Kernel
Asymptotic expansions of Green functions and spectral densities associated with partial differential operators are widely applied in quantum field theory and elsewhere. The mathematical properties of these expansions can be clarified and…
We consider the asymptotics of the Plancherel measures on partitions of $n$ as $n$ goes to infinity. We prove that the local structure of a Plancherel typical partition (which we identify with a Young diagram) in the middle of the limit…
We derive the leading asymptotic behavior and build a new series representation for the Fredholm determinant of integrable integral operators appearing in the representation of the time and distance dependent correlation functions of…
As well as arising naturally in the study of non-intersecting random paths, random spanning trees, and eigenvalues of random matrices, determinantal point processes (sometimes also called fermionic point processes) are relatively easy to…
We study a system of $N$ non-interacting spin-less fermions trapped in a confining potential, in arbitrary dimensions $d$ and arbitrary temperature $T$. The presence of the trap introduces an edge where the average density of fermions…
In data science, individual observations are often assumed to come independently from an underlying probability space. Kernel matrices formed from large sets of such observations arise frequently, for example during classification tasks. It…
We place ourselves in the setting of high-dimensional statistical inference where the number of variables $p$ in a dataset of interest is of the same order of magnitude as the number of observations $n$. We consider the spectrum of certain…
We study a nonlocal SIS epidemic model with free boundaries, advection, and spatial heterogeneity, where the dispersal kernels are not assumed to be symmetric. The model describes the evolution of susceptible and infected populations in a…
We analyse the spatial diversity of a multipath fading process for a finite region or curve in the plane. By means of the Karhunen-Lo\`eve (KL) expansion, this diversity can be characterised by the eigenvalue spectrum of the spatial…
We consider real-analytic maps of the interval $I=[0,1]$ which are expanding everywhere except for a neutral fixed point at 0. We show that on a certain function space the spectrum of the associated Perron-Frobenius operator ${\cal M}$ has…
A spectral average which generalises the local spacing distribution of the eigenvalues of random $ N\times N $ hermitian matrices in the bulk of their spectrum as $ N\to\infty $ is known to be a $\tau$-function of the fifth Painlev\'e…
We determine the full persistence probability distribution for a non-Markovian stochastic process, motivated by first-passage questions arising in interacting spin systems and allied systems. We show that this distribution is governed by a…
We investigate the level-density $\sigma(x)$ and level-spacing distribution $p(s)$ of random matrices $M=AF\neq M^{\dagger}$ where $F$ is a (diagonal) inner-product and $A$ is a random, real symmetric or complex Hermitian matrix with…
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 study the dominant eigenstructure of positive-kernel Fredholm operators arising in multi-state structured population models, including integral projection models and age-structured McKendrick-type equations. To obtain a determinant-free…
Differential operators commuting with integral operators were discovered in the work of C. Tracy and H. Widom [37, 38] and used to derive asymptotic expansions of the Fredholm determinants of integral operators arising in random matrix…
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.
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 provide a new, analytic kernel for scale space filtering of dMRI data. The kernel is an approximation for the Green's function of a hypo-elliptic diffusion on the 3D rigid body motion group SE(3), for fiber enhancement in dMRI. The…
Inter-relations between random matrix ensembles with different symmetry types provide inter-relations between generating functions for the gap probabilites at the spectrum edge. Combining these in the scaled limit with the exact evaluation…