Large gap asymptotics for Airy kernel determinants with discontinuities

DOI10.1007/S00220-019-03538-WzbMATH Open1475.37014arXiv1812.01964OpenAlexW2902939252MaRDI QIDQ2174651FDOQ2174651

Authors: Christophe Charlier, Tom Claeys 

Publication date: 21 April 2020

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Abstract: We obtain large gap asymptotics for Airy kernel Fredholm determinants with any number $m$ of discontinuities. These $m$-point determinants are generating functions for the Airy point process and encode probabilistic information about eigenvalues near soft edges in random matrix ensembles. Our main result is that the $m$-point determinants can be expressed asymptotically as the product of $m$ $1$-point determinants, multiplied by an explicit constant pre-factor which can be interpreted in terms of the covariance of the counting function of the process.

Full work available at URL: https://arxiv.org/abs/1812.01964

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zbMATH Keywords

random matrix ensembleslarge gap asymptoticsAiry kernel Fredholm determinants

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Determinants, permanents, traces, other special matrix functions (15A15) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Inverse problems (Riemann-Hilbert, inverse differential Galois, etc.) for ordinary differential equations in the complex domain (34M50)

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Cited In (24)

• Asymptotics for a determinant with a confluent hypergeometric kernel
• Large gap asymptotics for the generating function of the sine point process
• Global rigidity and exponential moments for soft and hard edge point processes
• Asymptotics of Muttalib-Borodin determinants with Fisher-Hartwig singularities
• The Bessel kernel determinant on large intervals and Birkhoff's ergodic theorem
• Determinantal point processes conditioned on randomly incomplete configurations
• On the generating function of the Pearcey process
• Universality for multiplicative statistics of Hermitian random matrices and the integro-differential Painlevé II equation
• Asymptotics of Hankel determinants with a Laguerre-type or Jacobi-type potential and Fisher-Hartwig singularities
• Asymptotics of the deformed higher order Airy-kernel determinants and applications
• Exponential moments for disk counting statistics of random normal matrices in the critical regime
• Gap probabilities in the bulk of the Airy process
• Airy kernel determinant solutions to the KdV equation and integro-differential Painlevé equations
• Oscillatory asymptotics for the Airy kernel determinant on two intervals
• Gaussian unitary ensemble with jump discontinuities and the coupled Painlevé II and IV systems
• Uniform tail asymptotics for Airy kernel determinant solutions to KdV and for the narrow wedge solution to KPZ
• Asymptotics of the Airy-kernel determinant
• Probability of two large gaps in the bulk and at the edge of the spectrum of random matrices
• Laguerre unitary ensembles with jump discontinuities, PDEs and the coupled Painlevé V system
• The multiplicative constant for the Meijer-\(G\) kernel determinant
• The hard-to-soft edge transition: exponential moments, central limit theorems and rigidity
• Edge distribution of thinned real eigenvalues in the real Ginibre ensemble
• On the Fredholm determinant of the confluent hypergeometric kernel with discontinuities
• Sine‐kernel determinant on two large intervals

Uses Software

• Digital Library of Mathematical Functions

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