Related papers: Level-Spacing Distributions and the Airy Kernel
In this paper, we study an infinite system of Fredholm series of polynomials in $\lambda$, formed, in the classical way, for a continuous Hilbert-Schmidt kernel on $\mathbb{R}\times\mathbb{R}$ of the form…
The one-dimensional totally asymmetric simple exclusion process (TASEP) is considered. We study the time evolution property of a tagged particle in TASEP with the step-type initial condition. Calculated is the multi-time joint distribution…
We find the asymptotic distribution of the multi-dimensional multi-scale and kernel estimators for high-frequency financial data with microstructure. Sampling times are allowed to be asynchronous and endogenous. In the process, we show that…
The quantum correlations of $N$ noninteracting spinless fermions in their ground state can be expressed in terms of a two-point function called the kernel. Here we develop a general and compact method for computing the kernel in a general…
We aim at estimating in a non-parametric way the density $\pi$ of the stationary distribution of a $d$-dimensional stochastic differential equation $(X_t)_{t \in [0, T]}$, for $d \ge 2$, from the discrete observations of a finite sample…
We study the spatial correlations of the one-dimensional KPZ surface for the flat initial condition. It is shown that the multi-point joint distribution for the height is given by a Fredholm determinant, with its kernel in the scaling limit…
We construct a scaling function $f(\psi^{\prime})$ for inclusive electron scattering from nuclei within the Coherent Density Fluctuation Model (CDFM). The latter is a natural extension to finite nuclei of the Relativistic Fermi Gas (RFG)…
We develop a theory of multilevel distributions of eigenvalues which complements the Dyson's threefold $\beta=1,2,4$ approach corresponding to real/complex/quaternion matrices by $\beta=\infty$ point. Our central objects are G$\infty$E…
Motivated by the statistical fluctuation of Dirac spectrum of QCD-like theories subjected to (pseudo)reality-violating perturbations and in the epsilon-regime, we compute the smallest eigenvalue distribution and the level spacing…
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…
Transfer operators such as the Perron--Frobenius or Koopman operator play an important role in the global analysis of complex dynamical systems. The eigenfunctions of these operators can be used to detect metastable sets, to project the…
We study the moment-generating functions (MGF) for linear eigenvalue statistics of Jacobi unitary, symplectic and orthogonal ensembles. By expressing the MGF as Fredholm determinants of kernels of finite rank, we show that the mean and…
An operator $A$ on an $l^p$-space is called band-dominated if it can be approximated, in the operator norm, by operators with a banded matrix representation. The coset of $A$ in the Calkin algebra determines, for example, the Fredholmness…
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 investigate the low-energy effective theory of a Fermi surface coupled to an Ising-nematic quantum critical point in (2+1) spacetime dimensions with translation symmetry. We formulate the system using the large $N$ Yukawa-SYK model,…
Pure-breakage population balance equations (PBEs) give the standard deterministic description of fragmentation and comminution. They predict mean particle size distributions, but they do not determine fluctuations, size-size correlations,…
The distribution function of the free energy fluctuations in one-dimensional directed polymers with $\delta$-correlated random potential is studied by mapping the replicated problem to a many body quantum boson system with attractive…
For the eigenvalues of principal submatrices of stochastically evolving Wigner matrices, we construct and study the edge scaling limit: a random decreasing sequence of continuous functions of two variables, which at every point has the…
The Airy$_{\beta }$ random point fields ($ \beta = 1,2,4$) are random point fields emerging as the soft-edge scaling limits of eigenvalues of Gaussian random matrices. We construct the unlabeled diffusion reversible with respect to the…
We consider the algebra of mixed multidimensional integral operators. In particular, Fredholm integral operators of the first and second kind belongs to this algebra. For the piecewise constant kernels we provide an explicit representation…