Related papers: Level-Spacing Distributions and the Airy Kernel

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…

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…

We consider a spectral problem over $\mathbb{R}^n$ for a Douglis-Nirenberg system of differential operators under limited smoothness assumptions and under the assumption of parameter-ellipticity in a closed sector $\mathcal{L}$ in the…

We study the one-dimensional discrete time totally asymmetric simple exclusion process with parallel update rules on a spatially periodic domain. A multi-point space-time joint distribution formula is obtained for general initial…

The diagonal spin-spin correlations of the square lattice Ising model, originally expressed as Toeplitz determinants, are given by two distinct Fredholm determinants - one with an integral operator having an Appell function kernel and…

We consider unitary random matrix ensembles Z_{n,s,t}^{-1}e^{-n tr V_{s,t}(M)}dM on the space of Hermitian n x n matrices M, where the confining potential V_{s,t} is such that the limiting mean density of eigenvalues (as n\to\infty and…

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…

We report on recent results on the spectral statistics of the discrete Anderson model in the localized phase. Our results show, in particular, that, for the discrete Anderson Hamiltonian with smoothly distributed random potential at…

We consider Fredholm determinants of matrix convolution operators associated to matrix versions of the $n - $th Airy functions. Using the theory of integrable operators, we relate them to a fully noncommutative Painlev\'e II hierarchy,…

We investigate random matrices whose entries are obtained by applying a nonlinear kernel function to pairwise inner products between $n$ independent data vectors, drawn uniformly from the unit sphere in $\mathbb{R}^d$. This study is…

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…

We consider various asymptotic scaling limits $N\to\infty$ for the $2N$ complex eigenvalues of non-Hermitian random matrices in the symmetry class of the symplectic Ginibre ensemble. These are known to be integrable, forming Pfaffian point…

We find the probability of two gaps of the form $(sc,sb)\cup (sa,+\infty)$, $c<b<a<0$, for large $s>0$, in the edge scaling limit of the Gaussian Unitary Ensemble of random matrices, including the multiplicative constant in the asymptotics.

In this paper we review and compare the numerical evaluation of those probability distributions in random matrix theory that are analytically represented in terms of Painlev\'e transcendents or Fredholm determinants. Concrete examples for…

In the paper one considers the local structure of the Fredholm joint spectrum of commuting $n$-tuples of operators. A connection between the spatial characteristics of operators and the algebraic invariant of the corresponding coherent…

We call "Dyson process" any process on ensembles of matrices in which the entries undergo diffusion. We are interested in the distribution of the eigenvalues (or singular values) of such matrices. In the original Dyson process it was the…

We propose that classical random matrix models are properly viewed as finite difference schemes for stochastic differential operators. Three particular stochastic operators commonly arise, each associated with a familiar class of local…

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 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…

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 $K_s$…