Large gap asymptotics for Airy kernel determinants with discontinuities
From MaRDI portal
Publication:2174651
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)
Abstract: We obtain large gap asymptotics for Airy kernel Fredholm determinants with any number of discontinuities. These -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 -point determinants can be expressed asymptotically as the product of -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.
Recommendations
Cites work
- scientific article; zbMATH DE number 1464566 (Why is no real title available?)
- A Fredholm determinant identity and the convergence of moments for random Young tableaux
- A boundary value problem associated with the second Painleve transcendent and the Korteweg-de Vries equation
- Anisotropic growth of random surfaces in \({2+1}\) dimensions
- Asymptotic Solutions of the Korteweg-deVries Equation
- Asymptotics of Hankel determinants with a one-cut regular potential and Fisher-Hartwig singularities
- Asymptotics of Plancherel measures for symmetric groups
- Asymptotics of Tracy-Widom distributions and the total integral of a Painlevé II function
- Asymptotics of orthogonal polynomials for a weight with a jump on \([-1,1]\)
- Asymptotics of spacing distributions 50 years later
- Asymptotics of the Airy-kernel determinant
- Course 1 Random matrices and determinantal processes
- DIFFERENTIAL EQUATIONS FOR QUANTUM CORRELATION FUNCTIONS
- Determinantal point processes
- Determinantal random point fields
- Determinants of Airy operators and applications to random matrices
- Edge universality of beta ensembles
- Gaussian fluctuation for the number of particles in Airy, Bessel, sine, and other determinantal random point fields
- Hankel determinant and orthogonal polynomials for a Gaussian weight with a discontinuity at the edge
- Hankel determinant and orthogonal polynomials for the Gaussian weight with a jump
- Large Gap Asymptotics for Random Matrices
- Large deformations of the Tracy-Widom distribution. I: Non-oscillatory asymptotics
- Level-spacing distributions and the Airy kernel
- Lower tail of the KPZ equation
- Maximum of the characteristic polynomial of random unitary matrices
- NIST handbook of mathematical functions
- On the asymptotic behavior of a log gas in the bulk scaling limit in the presence of a varying external potential. I
- Probability distribution of the free energy of the continuum directed random polymer in 1 + 1 dimensions
- Random Hermitian matrices and Gaussian multiplicative chaos
- Scale invariance of the PNG droplet and the Airy process
- Subcritical multiplicative chaos for regularized counting statistics from random matrix theory
- Systematic time expansion for the Kardar-Parisi-Zhang equation, linear statistics of the GUE at the edge and trapped fermions
- The Riemann--Hilbert approach to strong asymptotics for orthogonal polynomials on [-1,1]
- The arctic circle boundary and the Airy process
- The generating function for the Airy point process and a system of coupled Painlevé II equations
- The spectrum edge of random matrix ensembles.
- Tracy-Widom distributions in critical unitary random matrix ensembles and the coupled Painlevé II system
- Universality at the edge of the spectrum for unitary, orthogonal, and symplectic ensembles of random matrices
- Universality at the edge of the spectrum in Wigner random matrices.
Cited in
(25)- Asymptotics of determinants with a rotation-invariant weight and discontinuities along circles
- Asymptotics for a determinant with a confluent hypergeometric kernel
- Asymptotics of Muttalib-Borodin determinants with Fisher-Hartwig singularities
- Large gap asymptotics for the generating function of the sine point process
- Global rigidity and exponential moments for soft and hard edge point processes
- 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 hard-to-soft edge transition: exponential moments, central limit theorems and rigidity
- The multiplicative constant for the Meijer-\(G\) kernel determinant
- 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
This page was built for publication: Large gap asymptotics for Airy kernel determinants with discontinuities
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2174651)
