Large Gap Asymptotics for Random Matrices

DOI10.1007/978-90-481-2810-5_28MaRDI QIDQ3644144zbMATH OpenOpenAlexFDO

Authors I. V. Krasovsky

Publication date 2 November 2009

Published in New Trends in Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1007.1135

zbMATH Keywords

Airy-kernel Fredholm determinantsasymptotic behaviorrandom matricessine-kernel

Mathematics Subject Classification ID

Determinants, permanents, traces, other special matrix functions (15A15) Random matrices (algebraic aspects) (15B52)

Abstract: We outline an approach recently used to prove formulae for the multiplicative constants in the asymptotics for the sine-kernel and Airy-kernel determinants appearing in random matrix theory and related areas.

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Cited in

(9)

• On the deformed Pearcey determinant
• Large gap asymptotics for Airy kernel determinants with discontinuities
• Asymptotics of Fredholm determinant associated with the Pearcey kernel
• Large N Asymptotics in Random Matrices
• Gap probability for the hard edge Pearcey process
• The Bessel kernel determinant on large intervals and Birkhoff's ergodic theorem
• Hankel determinant and orthogonal polynomials for a perturbed Gaussian weight: From finite n to large n asymptotics
• Asymptotics of the Hard Edge Pearcey Determinant
• On the gap probability of the tacnode process

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