On the analysis of incomplete spectra in random matrix theory through an extension of the Jimbo-Miwa-Ueno differential

DOI10.1016/j.aim.2019.01.025zbMath1447.60038arXiv1708.06480OpenAlexW2749294352WikidataQ128583469 ScholiaQ128583469MaRDI QIDQ1721950

Andrei Prokhorov, Thomas Bothner, Alexander R. Its

Publication date: 13 February 2019

Published in: Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.06480

zbMATH Keywords

tail asymptoticsaction integralsPoisson statisticsWeibull statisticsisomonodromic tau-functionsthinned LUE process

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Phase transitions (general) in equilibrium statistical mechanics (82B26) Asymptotics of solutions to integral equations (45M05) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Lagrangian formalism and Hamiltonian formalism in mechanics of particles and systems (70S05) Confluent hypergeometric functions, Whittaker functions, ({}_1F_1) (33C15)

Related Items (22)

On the deformed Pearcey determinant ⋮ Global rigidity and exponential moments for soft and hard edge point processes ⋮ On integrals of the tronquée solutions and the associated Hamiltonians for the Painlevé II equation ⋮ Gap probability for the hard edge Pearcey process ⋮ The Bessel kernel determinant on large intervals and Birkhoff's ergodic theorem ⋮ Asymptotics of the deformed Fredholm determinant of the confluent hypergeometric kernel ⋮ Gap probability of the circular unitary ensemble with a Fisher-Hartwig singularity and the coupled Painlevé V system ⋮ Entanglement entropies of an interval in the free Schrödinger field theory on the half line ⋮ Determinantal point processes conditioned on randomly incomplete configurations ⋮ On the generating function of the Pearcey process ⋮ Asymptotics of the deformed higher order Airy-kernel determinants and applications ⋮ On the gap probability of the tacnode process ⋮ On Some Hamiltonian Properties of the Isomonodromic Tau Functions ⋮ Short distance asymptotics for a generalized two-point scaling function in the two-dimensional Ising model ⋮ Tracy-Widom distributions in critical unitary random matrix ensembles and the coupled Painlevé II system ⋮ Gap Probability at the Hard Edge for Random Matrix Ensembles with Pole Singularities in the Potential ⋮ A short note on the scaling function constant problem in the two-dimensional Ising model ⋮ Asymptotics of Hankel determinants with a Laguerre-type or Jacobi-type potential and Fisher-Hartwig singularities ⋮ Irregular conformal blocks and connection formulae for Painlevé V functions ⋮ The sine process under the influence of a varying potential ⋮ Edge distribution of thinned real eigenvalues in the real Ginibre ensemble ⋮ The hard-to-soft edge transition: exponential moments, central limit theorems and rigidity

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