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We consider the convergence of additive functionals under the determinantal point process with the confluent hypergeometric kernel, corresponding to a sufficiently smooth function $f(x/R)$, as $R\to\infty$. We show that these functionals…

泛函分析 · 数学 2026-04-14 Sergei M. Gorbunov

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

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 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 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

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 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

Noncolliding Brownian motion (Dyson's Brownian motion model with parameter $\beta=2$) and noncolliding Bessel processes are determinantal processes; that is, their space-time correlation functions are represented by determinants. Under a…

概率论 · 数学 2015-02-13 Hirofumi Osada , Hideki Tanemura

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 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 consider finite-temperature deformation of the sine kernel Fredholm determinants acting on the closed contours. These types of expressions usually appear as static two-point correlation functions in the models of free fermions and can be…

数学物理 · 物理学 2024-11-26 Oleksandr Gamayun , Yuri Zhuravlev

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

The Pearcey kernel is a classical and universal kernel arising from random matrix theory, which describes the local statistics of eigenvalues when the limiting mean eigenvalue density exhibits a cusp-like singularity. It appears in a…

数学物理 · 物理学 2021-02-24 Dan Dai , Shuai-Xia Xu , Lun Zhang

In the present paper, we study the asymptotics of the Fredholm determinant $D(x,s)$ of the finite-temperature deformation of the sine kernel, which represents the probability that there is no particles on the interval $(-x/\pi,x/\pi)$ in…

数学物理 · 物理学 2024-10-30 Shuai-Xia Xu

We investigate the asymptotic behavior of a generalized sine kernel acting on a finite size interval [-q,q]. We determine its asymptotic resolvent as well as the first terms in the asymptotic expansion of its Fredholm determinant. Further,…

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…

数学物理 · 物理学 2013-07-04 Manuela Girotti

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 construct inner products by the Bernstein-Markov inequality on spaces of holomorphic sections of high powers of a line bundle. The corresponding weighted Bergman kernel functions converge to an extremal function. We obtain a uniform…

复变函数 · 数学 2017-05-23 Guokuan Shao

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

We prove that Fredholm determinants of the form det(1-K_s), where K_s is the restriction of either the discrete Bessel kernel or the discrete {}_2F_1 kernel to {s,s+1,...}, can be expressed through solutions of discrete Painleve II and V…

数学物理 · 物理学 2007-05-23 Alexei Borodin
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