Integral Operators in Random Matrix Theory

DOI10.1007/978-1-4419-9514-8_3MaRDI QIDQ2908885zbMATH OpenOpenAlexFDO

Authors Harold Widom

Publication date 29 August 2012

Published in Random Matrices, Random Processes and Integrable Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4419-9514-8_3

zbMATH Keywords

Airy kerneldeterminantHilbert-Schmidt operatorPainlevé functionssine kerneltracetrace class operator

Mathematics Subject Classification ID

Determinants, permanents, traces, other special matrix functions (15A15) Random matrices (algebraic aspects) (15B52) Painlevé-type functions (33E17) Integral operators (45P05) Linear operators defined by compactness properties (47B07)

Cites work

• Correlation functions, cluster functions, and spacing distributions for random matrices
• Differential equations for Dyson processes
• Fredholm determinants, differential equations and matrix models
• scientific article; zbMATH DE number 51346 (Why is no real title available?)
• scientific article; zbMATH DE number 2174437 (Why is no real title available?)
• scientific article; zbMATH DE number 3996455 (Why is no real title available?)
• scientific article; zbMATH DE number 3209538 (Why is no real title available?)
• Notes on infinite determinants of Hilbert space operators
• The spectrum edge of random matrix ensembles.

Cited in

(7)

• A graphical calculus for integration over random diagonal unitary matrices
• Characteristic operators and conditioned random elements
• Kruglov operator and operators defined by random permutations
• A class of integral operators generated by random variables
• A Riemann-Hilbert approach to Fredholm determinants of Hankel composition operators: scalar-valued kernels
• Bessel kernel determinants and integrable equations
• Probabilistic averages of Jacobi operators

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