Discrete Toeplitz/Hankel determinants and the width of non-intersecting processes
Probability
2013-05-20 v2 Mathematical Physics
math.MP
Abstract
We show that the ratio of a discrete Toeplitz/Hankel determinant and its continuous counterpart equals a Freholm determinant involving continuous orthogonal polynomials. This identity is used to evaluate a triple asymptotic of some discrete Toeplitz/Hankel determinants which arise in studying non-intersecting processes. We show that the asymptotic fluctuations of the width of such processes are given by the GUE Tracy-Widom distribution. This result leads us to an identity between the GUE Tracy-Widom distribution and the maximum of the sum of two independent Airy processes minus a parabola. We provide an independent proof of this identity.
Keywords
Cite
@article{arxiv.1212.4467,
title = {Discrete Toeplitz/Hankel determinants and the width of non-intersecting processes},
author = {Jinho Baik and Zhipeng Liu},
journal= {arXiv preprint arXiv:1212.4467},
year = {2013}
}
Comments
30 pages, 3 figures