Related papers: Determinants of Airy Operators and Applications to…
We find the asymptotic behaviors of Toeplitz determinants with symbols which are a sum of two contributions: one analytical and non-zero function in an annulus around the unit circle, and the other proportional to a Dirac delta function.…
We study the one-parameter family of Fredholm determinants $\det(I-\rho^2\mathcal{K}_{n,x})$, $\rho\in\mathbb{R}$, where $\mathcal{K}_{n,x}$ stands for the integral operator acting on $L^2(x,+\infty)$ with the higher order Airy kernel. This…
A classical question for a Toeplitz matrix with given symbol is to compute asymptotics for the determinants of its reductions to finite rank. One can also consider how those asymptotics are affected when shifting an initial set of rows and…
In this paper we are going to prove two asymptotic formulas for determinants det(I-K_s), as s goes to infinity, where K_s are the Wiener-Hopf-Hankel operators acting on L^2[0,s] with the kernels K(x-y)+K(x+y) and K(x-y)-K(x+y),…
In this paper, we establish the asymptotic estimates for the norms of the matrix dilation operators on modulation spaces. As an application, we study the boundedness on modulation spaces of Hausdorff operators. The definition of Hausdorff…
We work out a generalization of the Szeg\"o limit theorems on the determinant of large matrices. We focus on matrices with nonzero leading principal minors and elements that decay to zero exponentially fast with the distance from the main…
The goal of this paper is to develop methodology for the systematic analysis of asymptotic statistical properties of data driven DRO formulations based on their corresponding non-DRO counterparts. We illustrate our approach in various…
In this article we obtain asymptotic formulas for eigenvalues and eigenfunctions of the operator generated by a system of ordinary differential equations with summable coefficients and quasiperiodic boundary conditions. Then using these…
In this paper we give an asymptotic formula for a matrix integral which plays a crucial role in the approach of Diaconis et al. to random matrix eigenvalues. The choice of parameter for the asymptotic analysis is motivated by an invariant…
In Random Matrix Theory the local correlations of the Laguerre and Jacobi Unitary Ensemble in the hard edge scaling limit can be described in terms of the Bessel kernel (containing a parameter $\alpha$). In particular, the so-called hard…
Computer algebra algorithms are developed for evaluating the coefficients in Airy-type asymptotic expansions that are obtained from integrals with a large parameter. The coefficients are defined from recursive schemes obtained from…
Random correlation matrices are studied for both theoretical interestingness and importance for applications. The author of [6] is interested in their interpretation as covariance matrices of purely random signals, the authors of [16]…
We consider functions of multi-dimensional versions of truncated Wiener--Hopf operators with smooth symbols, and study the scaling asymptotics of their traces. The obtained results extend the asymptotic formulas obtained by H. Widom in the…
We prove the Widom-Sobolev formula for the asymptotic behaviour of truncated Wiener-Hopf operators with discontinuous matrix-valued symbols for three different classes of test functions. The symbols may depend on both position and momentum…
Asymptotic solutions are derived for inhomogeneous differential equations having a large real or complex parameter and a simple turning point. They involve Scorer functions and three slowly varying analytic coefficient functions. The…
In this expository article we describe the asymptotics of certain Fredholm determinants which provide solutions to the cylindrical Toda equations, and we explain how these asymptotics are derived. The connection with Fredholm determinants…
We consider functions of Wiener--Hopf type operators on the Hilbert space $L^2(\mathbb R^d)$. It has been known for a long time that the quasi-classical asymptotics for traces of resulting operators strongly depend on the smoothness of the…
This paper is concerned with the Wiener-Hopf indices of unimodular rational matrix functions on the imaginary axis. These indices play a role in the Fredholm theory for Wiener-Hopf integral operators. Our main result gives formulas for the…
We give an overview of operator-theoretic tools that have recently proved useful in the analysis of boundary-value and transmission problems for second-order partial differential equations, with a view to addressing, in particular, the…
We compute the asymptotics of the determinants of certain $n\times n$ Toeplitz + Hankel matrices $T_n(a)+H_n(b)$ as $n\to\infty$ with symbols of Fisher-Hartwig type. More specifically we consider the case where $a$ has zeros and poles and…