On Wright's generalized Bessel kernel

DOI10.1016/J.PHYSD.2016.09.005MaRDI QIDQ1686772zbMATH OpenOpenAlexFDO

Authors Lun Zhang

Publication date 15 December 2017

Published in Physica D (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1608.02867

zbMATH Keywords

Fredholm determinantintegrable representationgap probabilityMuttalib-Borodin ensemblescoupled nonlinear differential equationsWright's generalized Bessel kernel

Mathematics Subject Classification ID

Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Integral operators (47G10)

Abstract: In this paper, we consider the Wright's generalized Bessel kernel $K^{(alpha,heta)}(x,y)$ defined by ${\displaystyle }$ heta x^{alpha}int_0^1J_{frac{alpha+1}{ heta},frac{1}{ heta}}(ux)J_{alpha+1, heta}((uy)^{ heta})u^alpha,mathrm{d} u, qquad alpha>-1, qquad heta>0,${\displaystyle }$ where ${\displaystyle }$J_{a,b}(x)=sum_{j=0}^inftyfrac{(-x)^j}{j!Gamma(a+bj)},qquad ainmathbb{C},qquad b>-1,${\displaystyle }$ is Wright's generalization of the Bessel function. This non-symmetric kernel, which generalizes the classical Bessel kernel (corresponding to $heta=1$) in random matrix theory, is the hard edge scaling limit of the correlation kernel for certain Muttalib-Borodin ensembles. We show that, if $heta$ is rational, i.e., $heta=fracmn$ with $m,ninmathbbN$, $gcd(m,n)=1$, and $alpha>m-1-fracmn$, the Wright's generalized Bessel kernel is integrable in the sense of Its-Izergin-Korepin-Slavnov. We then come to the Fredholm determinant of this kernel over the union of several scaled intervals, which can also be interpreted as the gap probability (the probability of finding no particles) on these intervals. The integrable structure allows us to obtain a system of coupled partial differential equations associated with the corresponding Fredholm determinant as well as a Hamiltonian interpretation. As a consequence, we are able to represent the gap probability over a single interval $(0,s)$ in terms of a solution of a system of nonlinear ordinary differential equations.

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Cited in

(12)

• Gap probabilities for the generalized Bessel process: a Riemann-Hilbert approach
• Global rigidity and exponential moments for soft and hard edge point processes
• Integrable structure of products of finite complex Ginibre random matrices
• Higher order large gap asymptotics at the hard edge for Muttalib-Borodin ensembles
• Asymptotics of Muttalib-Borodin determinants with Fisher-Hartwig singularities
• Gap probability at the hard edge for random matrix ensembles with pole singularities in the potential
• A weak kernel formula for Bessel functions
• A vector Riemann-Hilbert approach to the Muttalib-Borodin ensembles
• The local universality of Muttalib-Borodin ensembles when the parameter \(\theta\) is the reciprocal of an integer
• The local universality of Muttalib-Borodin biorthogonal ensembles with parameter \(\theta = \frac{1}{2}\)
• Gap probability for products of random matrices in the critical regime
• Transitions of generalised Bessel kernels related to biorthogonal ensembles

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