English

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

R2 v1 2026-06-21T22:56:48.936Z