Related papers: Relationships between $\tau$-function and Fredholm…
We prove Fredholm determinants build out from generalizations of Schur measures, or equivalently, arbitrary multiplicative statistics of the original Schur measures are tau-functions of the 2D Toda lattice hierarchy. Our result apply to…
We distinguish a class of random point processes which we call Giambelli compatible point processes. Our definition was partly inspired by determinantal identities for averages of products and ratios of characteristic polynomials for random…
Let $(-A,B,C)$ be a linear system in continuous time $t>0$ with input and output space ${\mathbb C}$ and state space $H$. The scattering (or impulse response) functions $\phi_{(x)}(t)=Ce^{-(t+2x)A}B$ determines a Hankel integral operator…
We consider the gap probability for the Generalized Bessel process in the single-time and multi-time case. We prove that the scalar and matrix Fredholm determinants of such process can be expressed in terms of determinants of…
Consider an open set $\mathbb{D}\subseteq\mathbb{R}^n$, equipped with a probability measure $\mu$. An important characteristic of a smooth function $f:\mathbb{D}\rightarrow\mathbb{R}$ is its \emph{second-moment matrix} $\Sigma_{\mu}:=\int…
We derive Fredholm determinant representation for isomonodromic tau functions of Fuchsian systems with $n$ regular singular points on the Riemann sphere and generic monodromy in $\mathrm{GL}(N,\mathbb C)$. The corresponding operator acts in…
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…
It has been shown that in larger than four space-time dimensions, soft factors that relate the amplitudes with a soft photon or graviton to amplitudes without the soft particle also determine the low frequency radiative part of the…
The computation of scattering poles for a sound-soft obstacle is investigated. These poles correspond to the eigenvalues of two boundary integral operators. We construct novel decompositions of these operators and show that they are…
We briefly describe what tau-functions in integrable systems are. We then define a collection of tau-functions given as matrix elements for the action of $\widehat{GL_2}$ on two-component Fermionic Fock space. These tau-functions are…
We consider the determinantal point process with the confluent hypergeometric kernel. This process is a universal point process in random matrix theory and describes the distribution of eigenvalues of large random Hermitian matrices near…
We present some review material relating to the topic of optimal asymptotic expansions of correlation functions and associated observables for $\beta$ ensembles in random matrix theory. We also give an introduction to a related line of…
Sigmoid functions play an important role in many areas of applied mathematics, including machine learning, population dynamics and probability. We place the study of sigmoid functions in the context of the derivative sub-group of the group…
For a wide class of Hermitian random matrices, the limit distribution of the eigenvalues close to the largest one is governed by the Airy point process. In such ensembles, the limit distribution of the k-th largest eigenvalue is given in…
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…
We relate the distribution of eigenvalues of a random symmetric matrix in the Gaussian Orthogonal Ensemble to the distribution of critical values of a random linear combination of eigenfunctions of the Laplacian on a compact Riemann…
We construct a unified analytic framework connecting Bernoulli numbers, zeta-regularization, and Fredholm determinants associated with trigonometric selector kernels. Starting from the Bernoulli-Stirling algebra, Euler-Maclaurin corrections…
The paper addresses the calculation of correlation functions of permanental polynomials of matrices with random entries. By exploiting a convenient contour integral representation of the matrix permanent some explicit results are provided…
We consider the singular linear statistic of the Laguerre unitary ensemble consisting of the sum of the reciprocal of the eigenvalues. It is observed that the exponential generating function for this statistic can be written as a Toeplitz…
In this paper, we derive closed-form exact expressions for the main statistics of the ratio of squared alpha-mu random variables, which are of interest in many scenarios for future wireless networks where generalized distributions are more…