Riemann-Hilbert approach to gap probabilities for the Bessel process

DOI10.1016/j.physd.2014.12.009zbMath1364.60064arXiv1306.5663OpenAlexW2071151823MaRDI QIDQ2356815

Manuela Girotti

Publication date: 7 June 2017

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.5663

zbMATH Keywords

Riemann-Hilbert problemdeterminantal point processesintegrable kernel

Mathematics Subject Classification ID

Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) Riemann-Hilbert problems in context of PDEs (35Q15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (3)

Null octagon from Deift-Zhou steepest descent ⋮ A Riemann-Hilbert approach to Fredholm determinants of Hankel composition operators: scalar-valued kernels ⋮ Gap probability for products of random matrices in the critical regime

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