Large gap asymptotics for Airy kernel determinants with discontinuities (Q2174651)

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Large gap asymptotics for Airy kernel determinants with discontinuities
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    Large gap asymptotics for Airy kernel determinants with discontinuities (English)
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    21 April 2020
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    The so-called Airy point process is a very important object that represents a collection of random points on the real line. This process arises as a scaling limit in different probabilistic models, and is said to be universal. It is an instance of a determinantal point process for which the kernel is specified by an Airy function. One can also study this process after removing some of its points. This gives rise to the so-called thinned Airy process, which is exactly the model considered in this paper. If \(\overline{x}\) are some points \(x_{1},\ldots, x_{m}\) on the real line, and \(\overline{s}\) are values \(s_{1},\ldots, s_{m}\) in \((0,1)\), the function \(F(\overline{x},\overline{s})\) represents the probability having a gap on the interval \((x_{m},\infty)\) in the thinned Airy process, in which the particle in \((x_{j}, x_{j-1})\) is removed using the probability \(s_{j}\). The authors provide some asymptotic results for the function \(F(\overline{x},\overline{s})\) when the vector \(\overline{x}\) becomes very large. The main technique used for the analysis is based on the Hilbert-Riemann problem device, a well-known tool in complex analysis. The authors also compare their results with formulas previously found in the literature, in particular when \(m=1\).
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    large gap asymptotics
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    Airy kernel Fredholm determinants
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    random matrix ensembles
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