相关论文: Asymptotics of spacing distributions 50 years late…

We study the partition function from random matrix theory using a well known connection to orthogonal polynomials, and a recently developed Riemann-Hilbert approach to the computation of detailed asymptotics for these orthogonal…

In a previous work [J. Math. Phys. {\bf 35} (1994), 2539--2551], generalized hypergeometric functions have been used to a give a rigorous derivation of the large $s$ asymptotic form of the general $\beta > 0$ gap probability $E_\beta^{\rm…

Exact formulas are derived for the probability density functions of the sum and difference of two independent non-central gamma distributed random variables, with both series and integral representations of the density presented. These…

We consider the probability of having two intervals (gaps) without eigenvalues in the bulk scaling limit of the Gaussian Unitary Ensemble of random matrices. We describe uniform asymptotics for the transition between a single large gap and…

We derive an asymptotic expansion for the distribution of a compound sum of independent random variables, all having the same light-tailed subexponential distribution. The examples of a Poisson and geometric number of summands serve as an…

We develop a new method for studying the asymptotics of symmetric polynomials of representation-theoretic origin as the number of variables tends to infinity. Several applications of our method are presented: We prove a number of theorems…

We study the asymptotic distribution, as the volume parameter goes to 1, of the peak (largest part) of finite- or slowly-growing-width cylindric plane partitions weighted by their trace, seam, and volume. There are two natural asymptotic…

We outline an approach recently used to prove formulae for the multiplicative constants in the asymptotics for the sine-kernel and Airy-kernel determinants appearing in random matrix theory and related areas.

We establish the asymptotic expansion in $\beta$ matrix models with a confining, off-critical potential, in the regime where the support of the equilibrium measure is a union of segments. We first address the case where the filling…

We derive expressions for the probability distribution of the ratio of two consecutive level spacings for the classical ensembles of random matrices. This ratio distribution was recently introduced to study spectral properties of many-body…

Asymptotic expansions for a wide class of distribution are studied. A simple method for computation of the series coefficients is suggested. The case when regularization parameter of the distribution depends on the asymptotic parameter is…

The asymptotic expansion method is generalized from the periodic setting to stationary ergodic stochastic geometries. This will demonstrate that results from periodic asymptotic expansion also apply to non-periodic structures of a certain…

We obtain uniform asymptotics for polynomials orthogonal on a fixed and varying arc of the unit circle with a positive analytic weight function. We also complete the proof of the large $s$ asymptotic expansion for the Fredholm determinant…

Dyson's (1962) classification of matrix ensembles is reviewed from a modern perspective, and its recent extension to disordered fermion problems is motivated and described. It is explained in particular why symmetry classes are associated…

We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…

In this article we investigate consistency and asymptotic normality of the maximum likelihood and the posterior distribution of the parameters in the context of state space stochastic differential equations (SDEs). We then extend our…

We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…

We obtain structural theorems for the so-called S-asymptotic and quasiasymptotic boundedness of ultradistributions. Using these results, we then analyze the moment asymptotic expansion (MAE), providing a full characterization of those…

The method of asymptotic expansions is used to build an approximation scheme relevant to celestial mechanics in relativistic theories of gravitation. A scalar theory is considered, both as a simple example and for its own sake. This theory…

In this paper, we study staircase tableaux, a combinatorial object introduced due to its connections with the asymmetric exclusion process (ASEP) and Askey-Wilson polynomials. Due to their interesting connections, staircase tableaux have…