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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 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 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 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

It was proved by Akemann, Ipsen and Kieburg that squared singular values of products of $M$ complex Ginibre random matrices form a determinantal point process whose correlation kernel is expressible in terms of Meijer's $G$-functions.…

数学物理 · 物理学 2015-06-19 Eugene Strahov

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

We prove a formula expressing a general n by n Toeplitz determinant as a Fredholm determinant of an operator 1-K acting on l_2({n,n+1,...}), where the kernel K admits an integral representation in terms of the symbol of the original…

经典分析与常微分方程 · 数学 2007-05-23 Alexei Borodin , Andrei Okounkov

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

We study the joint probability generating function for $k$ occupancy numbers on disjoint intervals in the Bessel point process. This generating function can be expressed as a Fredholm determinant. We obtain an expression for it in terms of…

数学物理 · 物理学 2020-10-12 Christophe Charlier , Antoine Doeraene

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

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

The level spacing distributions which arise when one rescales the Laguerre or Jacobi ensembles of hermitian matrices is studied. These distributions are expressible in terms of a Fredholm determinant of an integral operator whose kernel is…

高能物理 - 理论 · 物理学 2009-07-11 Craig A. Tracy , Harold Widom

Orthogonal polynomial random matrix models of NxN hermitian matrices lead to Fredholm determinants of integral operators with kernel of the form (phi(x) psi(y) - psi(x) phi(y))/x-y. This paper is concerned with the Fredholm determinants of…

高能物理 - 理论 · 物理学 2009-07-11 Craig A. Tracy , Harold Widom

We consider the gap probability for the Generalized 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…

数学物理 · 物理学 2015-06-17 Manuela Girotti

We study Fredholm determinants of the Painlev\'e II and Painlev\'e XXXIV kernels. In certain critical unitary random matrix ensembles, these determinants describe special gap probabilities of eigenvalues. We obtain Tracy-Widom formulas for…

数学物理 · 物理学 2018-09-26 Shuai-Xia Xu , Dan Dai

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

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

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 derive differential equations for multiplicative statistics of the Bessel determinantal point process depending on two parameters. In particular, we prove that such statistics are solutions to an integrable nonlinear partial differential…

数学物理 · 物理学 2025-01-03 Giulio Ruzza

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
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