中文
相关论文

相关论文: Asymptotics of Fredholm determinant associated wit…

200 篇论文

We study the Fredholm determinant of an integral operator associated to the hard edge Pearcey kernel. This determinant appears in a variety of random matrix and non-intersecting paths models. By relating the logarithmic derivatives of the…

概率论 · 数学 2022-09-27 Luming Yao , Lun Zhang

We obtain "large gap" asymptotics for a Fredholm determinant with a confluent hypergeometric kernel. We also obtain asymptotics for determinants with two types of Bessel kernels which appeared in random matrix theory.

数学物理 · 物理学 2010-10-28 P. Deift , I. Krasovsky , J. Vasilevska

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…

泛函分析 · 数学 2010-01-15 Torsten Ehrhardt

Airy and Pearcey-like kernels and generalizations arising in random matrix theory are expressed as double integrals of ratios of exponentials, possibly multiplied with a rational function. In this work it is shown that such kernels are…

数学物理 · 物理学 2013-06-06 M. Adler , M. Cafasso , P. van Moerbeke

In the bulk scaling limit of the Gaussian Unitary Ensemble of Hermitian matrices the probability that an interval of length $s$ contains no eigenvalues is the Fredholm determinant of the sine kernel $\sin(x-y)\over\pi(x-y)$ over this…

高能物理 - 理论 · 物理学 2009-10-28 Harold Widom

We study Fredholm determinants related to a family of kernels which describe the edge eigenvalue behavior in unitary random matrix models with critical edge points. The kernels are natural higher order analogues of the Airy kernel and are…

数学物理 · 物理学 2009-01-19 T. Claeys , A. Its , I. Krasovsky

In this paper, we consider the deformed Fredholm determinant of the confluent hypergeometric kernel. This determinant represents the gap probability of the corresponding determinantal point process where each particle is removed…

数学物理 · 物理学 2022-07-28 Dan Dai , Yu Zhai

We derive the large distance asymptotics of the Fredholm determinant of the so-called generalised sine kernel at the critical point. This kernel corresponds to a generalisation of the pure sine kernel arising in the theory of random…

数学物理 · 物理学 2019-05-14 R. Gharakhloo , A. R. Its , K. K. Kozlowski

We study the one parameter family of Fredholm determinants $\det(I-\gamma K_{\textnormal{csin}}),\gamma\in\mathbb{R}$ of an integrable Fredholm operator $K_{\textnormal{csin}}$ acting on the interval $(-s,s)$ whose kernel is a cubic…

可精确求解与可积系统 · 物理学 2013-03-11 Thomas Bothner , Alexander Its

We study the determinant $\det(I-K_{\textnormal{PII}})$ of an integrable Fredholm operator $K_{\textnormal{PII}}$ acting on the interval $(-s,s)$ whose kernel is constructed out of the $\Psi$-function associated with the Hastings-McLeod…

数学物理 · 物理学 2012-11-06 Thomas Bothner , Alexander Its

We study Fredholm determinants of a class of integral operators, whose kernels can be expressed as double contour integrals of a special type. Such Fredholm determinants appear in various random matrix and statistical physics models. We…

数学物理 · 物理学 2020-10-29 Mattia Cafasso , Tom Claeys , Manuela Girotti

We consider the determinantal point process with the confluent hypergeometric kernel. This process is a universal point process in random matrix theory and describes the distribution of eigenvalues of large random Hermitian matrices near…

数学物理 · 物理学 2024-02-20 Shuai-Xia Xu , Shu-Quan Zhao , Yu-Qiu Zhao

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…

数学物理 · 物理学 2023-08-02 Jun Xia , Yi-Fan Hao , Shuai-Xia Xu , Lun Zhang , Yu-Qiu Zhao

We study a Fredholm determinant of the hypergeometric kernel arising in the representation theory of the infinite-dimensional unitary group. It is shown that this determinant coincides with the Palmer-Beatty-Tracy tau function of a Dirac…

数学物理 · 物理学 2011-03-25 O. Lisovyy

We study the distribution of the smallest eigenvalue for certain classes of positive-definite Hermitian random matrices, in the limit where the size of the matrices becomes large. Their limit distributions can be expressed as Fredholm…

数学物理 · 物理学 2016-12-07 Tom Claeys , Manuela Girotti , Dries Stivigny

In this paper, we investigate a determinantal point process on the interval $(-s,s)$, associated with the confluent hypergeometric kernel. Let $\mathcal{K}^{(\alpha,\beta)}_s$ denote the trace class integral operator acting on $L^2(-s, s)$…

概率论 · 数学 2024-05-07 Dan Dai , Luming Yao , Yu Zhai

We obtain large gap asymptotics for Airy kernel Fredholm determinants with any number $m$ of discontinuities. These $m$-point determinants are generating functions for the Airy point process and encode probabilistic information about…

数学物理 · 物理学 2019-09-04 Christophe Charlier , Tom Claeys

In this paper, we are concerned with the deformed Pearcey determinant $\det\left(I-\gamma K^{\mathrm{Pe}}_{s,\rho}\right)$, where $0 \leq \gamma<1$ and $K^{\mathrm{Pe}}_{s,\rho}$ stands for the trace class operator acting on $L^2\left(-s,…

数学物理 · 物理学 2022-01-19 Dan Dai , Shuai-Xia Xu , Lun Zhang

We study the Fredholm determinant of an integrable operator acting on the interval $(0,s)$ whose kernel is constructed out of a hierarchy of higher order analogues to the Painlev\'{e} III equation. This Fredholm determinant describes the…

数学物理 · 物理学 2018-02-09 Dan Dai , Shuai-Xia Xu , Lun Zhang

For a wide class of Hermitian random matrices, the limit distribution of the eigenvalues close to the largest one is governed by the Airy point process. In such ensembles, the limit distribution of the k-th largest eigenvalue is given in…

数学物理 · 物理学 2017-09-06 Tom Claeys , Antoine Doeraene
‹ 上一页 1 2 3 10 下一页 ›