Discrete Toeplitz/Hankel determinants and the width of nonintersecting processes

DOI10.1093/IMRN/RNT143MaRDI QIDQ2929659zbMATH OpenOpenAlexFDO

Authors Zhipeng Liu, Jinho Baik

Publication date 14 November 2014

Published in IMRN. International Mathematics Research Notices (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1212.4467

zbMATH Keywords

discrete Hankel determinantsdiscrete Toeplitz determinantsnonintersecting processes

Mathematics Subject Classification ID

Toeplitz, Cauchy, and related matrices (15B05) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Orthogonal polynomials and functions associated with root systems (33C52) Random fields (60G60) Random operators and equations (aspects of stochastic analysis) (60H25)

Abstract: 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 Toeplitz/Hankel determinants which arise in studying non-intersecting processes. We show that the asymptotic fluctuations of the width of such processes are given by the GUE Tracy-Widom distribution. This result leads us to an identity between the GUE Tracy-Widom distribution and the maximum of the sum of two independent Airy processes minus a parabola. We provide an independent proof of this identity.

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