Related papers: Determinants of Airy Operators and Applications to…
We study the asymptotic behaviour, as the small parameter $\varepsilon$ tends to zero, of the resolvents of uniformly elliptic second-order differential operators with locally periodic coefficients depending on the slow variable $x$ and the…
We study random matrices acting on tensor product spaces which have been transformed by a linear block operation. Using operator-valued free probability theory, under some mild assumptions on the linear map acting on the blocks, we compute…
The Airy process A(t), introduced by Pr\"ahofer and Spohn, is the limiting stationary process for a polynuclear growth model. Adler and van Moerbeke found a PDE in the variables s_1, s_2, and t for the probability that A(0)<s_1 and…
This paper introduces a new method for constructing approximate solutions to a class of Wiener--Hopf equations. This is particularly useful since exact solutions of this class of Wiener--Hopf equations, at the moment, cannot be obtained.…
We derive an asymptotic expansion for a Wiener-Hopf determinant arising in the problem of counting one-dimensional free fermions on a line segment at zero temperature. This expansion is an extension of the result in the theory of Toeplitz…
A general method for estimating the approximation numbers of composition operators on $\Ht$, using finite-dimensional model subspaces, is studied and applied in the case when the symbol of the operator maps the unit disc to a domain whose…
The aim of this note is to announce some results about the probabilistic and deterministic asymptotic properties of linear groups. The first one is the analogue, for norms of random matrix products, of the classical theorem of Cramer on…
The distributions of the $k$-th largest level at the soft edge scaling limit of Gaussian ensembles are some of the most important distributions in random matrix theory, and their numerical evaluation is a subject of great practical…
We introduce Wirtinger operators for functions of several quaternionic variables. These operators are real linear partial differential operators which behave well on quaternionic polynomials, with properties analogous to the ones satisfied…
Asymptotic expansions are derived for solutions of the parabolic cylinder and Weber differential equations. In addition the inhomogeneous versions of the equations are considered, for the case of polynomial forcing terms. The expansions…
We obtain asymptotics of large Hankel determinants whose weight depends on a one-cut regular potential and any number of Fisher-Hartwig singularities. This generalises two results: 1) a result of Berestycki, Webb and Wong [5] for root-type…
As it is shown in previous works, discrete periodic operators with defects are unitarily equivalent to the operators of the form $$ {\mathcal A}{\bf u}={\bf A}_0{\bf u}+{\bf A}_1\int_0^1dk_1{\bf B}_1{\bf u}+...+{\bf…
We study the asymptotic distribution of the eigenvalues of random Hermitian periodic band matrices, focusing on the spectral edges. The eigenvalues close to the edges converge in distribution to the Airy point process if (and only if) the…
We prove a two-term quasi-classical trace asymptotic formula for the functions of multi-dimensional Wiener-Hopf operators with discontinuous symbols. The discontinuities occur on the surfaces which are assumed to be piece-wise smooth. Such…
In the framework leading to the multiplicative anomaly formula ---which is here proven to be valid even in cases of known spectrum but non-compact manifold (very important in Physics)--- zeta-function regularisation techniques are shown to…
We consider a family {P} of determinantal point processes arising in representation theory and random matrix theory. The processes live on the one-dimensional lattice and their correlation kernels correspond to projection operators in the…
We show how random matrix theory can be applied to develop new algorithms to extract dynamic factors from macroeconomic time series. In particular, we consider a limit where the number of random variables N and the number of consecutive…
One of the main applications of free probability is to show that for appropriately chosen independent copies of $d$ random matrix models, any noncommutative polynomial in these $d$ variables has a spectral distribution that converges…
In this paper we investigate the spectral expansion for the asymptotically spectral differential operators generated in all real line by ordinary differential expression of arbitrary order with periodic matrix-valued coefficients
In this paper we shed more light on determinants of interval matrices. Computing the exact bounds on a determinant of an interval matrix is an NP-hard problem. Therefore, attention is first paid to approximations. NP-hardness of both…