相关论文: Asymptotics of Fredholm determinant associated wit…

We study the hermitian one matrix model with semi-classical potential. This is a general unitary invariant random matrix ensemble in which the potential has a derivative that is a rational function and the measure is supported on some…

We consider the gap probability for the Bessel process in the single-time and multi-time case. We prove that the scalar and matrix Fredholm determinants of such process can be expressed in terms of determinants of integrable kernels \`a la…

We study the dominant eigenstructure of positive-kernel Fredholm operators arising in multi-state structured population models, including integral projection models and age-structured McKendrick-type equations. To obtain a determinant-free…

The Bessel process models the local eigenvalue statistics near $0$ of certain large positive definite matrices. In this work, we consider the probability \begin{align*} \mathbb{P}\Big( \mbox{there are no points in the Bessel process on }…

We give a short, operator-theoretic proof of the asymptotic independence (including a first correction term) of the minimal and maximal eigenvalue of the n \times n Gaussian Unitary Ensemble in the large matrix limit n \to \infty. This is…

In this paper we study two multicritical correlation kernels and prove that they converge to the Pearcey kernel in a certain double scaling limit. The first kernel appears in a model of non-intersecting Brownian motions at a tacnode. The…

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…

We prove that the asymptotics of the Fredholm determinant of $I-K_\alpha$, where $K_\alpha$ is the integral operator with the sine kernel $\sin(x-y)/(x-y)/\pi$ on the interval $[0,\alpha]$ is given by a formula which was conjectured by F.J.…

The probability that an interval $I$ is free of eigenvalues in a matrix ensemble with unitary symmetry is given by a Fredholm determinant. When the weight function in the matrix ensemble is a classical weight function, and the interval $I$…

We study a family of Fredholm determinants associated to deformations of the sine kernel, parametrized by a weight function w. For a specific choice of w, this kernel describes bulk statistics of finite temperature free fermions. We…

We construct a unified analytic framework connecting Bernoulli numbers, zeta-regularization, and Fredholm determinants associated with trigonometric selector kernels. Starting from the Bernoulli-Stirling algebra, Euler-Maclaurin corrections…

We consider the joint distributions of particle positions for the continuous time totally asymmetric simple exclusion process (TASEP). They are expressed as Fredholm determinants with a kernel defining a signed determinantal point process.…

We examine a discrete-time Markovian particle system on the quarter-plane introduced by M. Defosseux. The vertical boundary acts as a reflecting wall. The particle system lies in the Anisotropic Kardar-Parisi-Zhang with a wall universality…

We consider the random Hermitian matrix model of dimension $2n$, with external source, defined by the probability density function \begin{equation*} \frac{1}{Z_{2n}} \lvert \det(M) \rvert^{\alpha} e^{-2n\mathrm{Tr} (V(M) - AM)}, \quad V(x)…

Using a nonperturbative approach we examine the large frequency asymptotics of the two-point level density correlator in weakly disordered metallic grains. This allows us to study the behavior of the two-level structure factor close to the…

We prove the two-dimensional analogue of the asymptotics for Toeplitz determinants with Fisher-Hartwig singularities, for general real symbols. This formula has applications to random normal matrices with complex spectra: (i) the…

We study a critical behavior for the eigenvalue statistics in the two-matrix model in the quartic/quadratic case. For certain parameters, the eigenvalue distribution for one of the matrices has a limit that vanishes with an exponent 1/2 in…

We study averages of multiplicative eigenvalue statistics in ensembles of orthogonal Haar distributed matrices, which can alternatively be written as Toeplitz+Hankel determinants. We obtain new asymptotics for symbols with Fisher-Hartwig…

One object of interest in random matrix theory is a family of point ensembles (random point configurations) related to various systems of classical orthogonal polynomials. The paper deals with a one--parametric deformation of these…

We consider unitary random matrix ensembles Z_{n,s,t}^{-1}e^{-n tr V_{s,t}(M)}dM on the space of Hermitian n x n matrices M, where the confining potential V_{s,t} is such that the limiting mean density of eigenvalues (as n\to\infty and…