On the evaluation of the eigendecomposition of the Airy integral operator

DOI10.1016/J.ACHA.2021.11.003MaRDI QIDQ2075003zbMATH OpenOpenAlexFDO

Authors Zewen Shen, Kirill Serkh

Publication date 11 February 2022

Published in Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2104.12958

zbMATH Keywords

Airy integral operatorbispectral operatoreigendecompositionfinite-energy Airy beamGaussian ensemblespropagation-invariant optical fieldsrandom matrix theory

Mathematics Subject Classification ID

Graph designs and isomorphic decomposition (05C51) Random matrices (algebraic aspects) (15B52) Integral operators (47G10) Characterization and structure theory of statistical distributions (62E10) Rods (beams, columns, shafts, arches, rings, etc.) (74K10) Quantum optics (81V80)

Abstract: The distributions of the $k$-th largest level at the soft edge scaling limit of Gaussian ensembles are some of the most important distributions in random matrix theory, and their numerical evaluation is a subject of great practical importance. One numerical method for evaluating the distributions uses the fact that they can be represented as Fredholm determinants involving the so-called Airy integral operator. When the spectrum of the integral operator is computed by discretizing it directly, the eigenvalues are known to at most absolute precision. Remarkably, the Airy integral operator is an example of a so-called bispectral operator, which admits a commuting differential operator that shares the same eigenfunctions. In this manuscript, we develop an efficient numerical algorithm for evaluating the eigendecomposition of the Airy integral operator to full relative precision, using the eigendecomposition of the commuting differential operator. This allows us to rapidly evaluate the distributions of the $k$-th largest level to full relative precision rapidly everywhere except in the left tail, where they are computed to absolute precision. In addition, we characterize the eigenfunctions of the Airy integral operator, and describe their extremal properties in relation to an uncertainty principle involving the Airy transform. We observe that the Airy integral operator is fairly universal, and we describe a separate application to Airy beams in optics. Using the eigenfunctions, we compute a finite-energy Airy beam that is optimal, in the sense that the beam is both maximally concentrated, and maximally non-diffracting and self-accelerating.

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Cited in

(4)

• Airy operators and singular oblique derivative diffractive boundary value problems
• The Complex Airy Operator on the Line with a Semipermeable Barrier
• Gaussian beta ensembles: the perfect freezing transition and its characterization in terms of Beurling-Landau densities
• Eigenfunctions of the Airy's integral transform: Properties, numerical computations and asymptotic behaviors

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