相关论文: On the Evaluation of the Eigendecomposition of the…
Scaling level-spacing distribution functions in the ``bulk of the spectrum'' in random matrix models of $N\times N$ hermitian matrices and then going to the limit $N\to\infty$, leads to the Fredholm determinant of the sine kernel…
Scaling level-spacing distribution functions in the ``bulk of the spectrum'' in random matrix models of $N\times N$ hermitian matrices and then going to the limit $N\to\infty$, leads to the Fredholm determinant of the sine kernel…
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…
Some significant quantities in mathematics and physics are most naturally expressed as the Fredholm determinant of an integral operator, most notably many of the distribution functions in random matrix theory. Though their numerical values…
We consider a suitable extension of the complex Airy operator, $-d^2/dx^2 + ix$, on the real line with a transmission boundary condition at the origin. We provide a rigorous definition of this operator and study its spectral properties. In…
Differential operators commuting with integral operators were discovered in the work of C. Tracy and H. Widom [37, 38] and used to derive asymptotic expansions of the Fredholm determinants of integral operators arising in random matrix…
It is well established that the physical phenomenon of intermittency can be investigated via the spectral analysis of a transfer operator associated with the dynamics of an interval map with indifferent fixed point. We present here for the…
The level spacing distributions in the Gaussian Unitary Ensemble, both in the ``bulk of the spectrum,'' given by the Fredholm determinant of the operator with the sine kernel ${\sin \pi(x-y) \over \pi(x-y)}$ and on the ``edge of the…
In the mid 80's it was conjectured that every bispectral meromorphic function $\psi(x,y)$ gives rise to an integral operator $K_{\psi}(x,y)$ which possesses a commuting differential operator. This has been verified by a direct computation…
Fredholm integral operators that commute with the Hamiltonians of certain quantum mechanical problems with quartic potentials are introduced. The operators are expressed in terms of an Airy function, and their eigenvalues fall off…
We propose a second-order accurate method to estimate the eigenvectors of extremely large matrices thereby addressing a problem of relevance to statisticians working in the analysis of very large datasets. More specifically, we show that…
The ability to precisely focus optical beams is crucial for numerous applications, yet conventional Gaussian beams exhibit slow intensity transitions near the focal point, limiting their effectiveness in scenarios requiring sharp focusing.…
Airy beams are known for displaying shape invariance and self-acceleration along the transverse direction while they propagate forwards. Although these properties could be associated with the beam coherence, it has been revealed that they…
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…
We prove that the distribution function of the largest eigenvalue in the Gaussian Unitary Ensemble (GUE) in the edge scaling limit is expressible in terms of Painlev\'e II. Our goal is to concentrate on this important example of the…
In this paper, we answer a question posed by Kurt Johansson, to find a PDE for the joint distribution of the Airy Process. The latter is a continuous stationary process, describing the motion of the outermost particle of the Dyson Brownian…
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…
We study the asymptotic distribution of the eigenvalues of random Hermitian periodic band matrices, focusing on the spectral edges. The eigenvalues close to the edges converge in distribution to the Airy point process if (and only if) the…
It was shown in [J. A. Ram\'irez, B. Rider and B. Vir\'ag. J. Amer. Math. Soc. 24, 919-944 (2011)] that the edge of the spectrum of $\beta$ ensembles converges in the large $N$ limit to the bottom of the spectrum of the stochastic Airy…
The parabolic Airy process is the Airy$_2$ process minus a parabola, initially defined by its finite-dimensional distributions, which are given by a Fredholm determinant formula with the extended Airy kernel. This process is also the…