Asymptotics of the Airy-kernel determinant

DOI10.1007/S00220-007-0409-XMaRDI QIDQ956628zbMATH OpenOpenAlexFDO

Authors Percy A. Deift, A. R. Its, I. V. Krasovsky

Publication date 25 November 2008

Published in Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0609451

zbMATH Keywords

Airy functionAiry-kernel determinantasymptotic behaviorFredholm determinantRandom matrixRiemann zeta-functionRiemann-Hilbert problemtrace-class operator

Mathematics Subject Classification ID

(zeta (s)) and (L(s, chi)) (11M06) Determinants, permanents, traces, other special matrix functions (15A15) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Random matrices (algebraic aspects) (15B52) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) (Semi-) Fredholm operators; index theories (47A53) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Integral operators (47G10) Classical equilibrium statistical mechanics (general) (82B05) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

Abstract: The authors use Riemann-Hilbert methods to compute the constant that arises in the asymptotic behavior of the Airy-kernel determinant of random matrix theory.

Review text

Let \(K_s\) be the trace-class operator with kernel \[ K_s(t,u)=\frac{\text{Ai}(t)\text{Ai}'(u)-\text{Ai}(u)\text{Ai}'(t)}{t-u} \] acting on \(L^2(-s,\infty)\), where \(\text{Ai}(x)\) is the Airy function. The paper is concerned with the behavior of the Fredholm determinant \(\text{det}(I-K_s)\) as \(s\rightarrow +\infty\). In fact, the authors prove that the large \(s\)-asymptotic behavior of this determinant is given by \[ \ln \text{det}(I-K_s)=-\frac{s^3}{12}-\frac{1}{8}\ln s+\chi +O(s^{-3/2}), \] where \[ \chi=\frac{1}{24}\ln 2+\zeta'(-1) \] and \(\zeta(s)\) is the Riemann zeta-function. The value of the constant \(\chi\) is computed using a Riemann-Hilbert approach.

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