Asymptotics of Fredholm determinant associated with the Pearcey kernel
Random matrices (algebraic aspects) (15B52) Completely integrable infinite-dimensional Hamiltonian and Lagrangian systems, integration methods, integrability tests, integrable hierarchies (KdV, KP, Toda, etc.) (37K10) Relations of infinite-dimensional Hamiltonian and Lagrangian dynamical systems with algebraic geometry, complex analysis, and special functions (37K20) Random matrices (probabilistic aspects) (60B20) Interacting random processes; statistical mechanics type models; percolation theory (60K35)
The Pearcey kernel is a classical and universal kernel arising from random matrix theory, which describes the local statistics of eigenvalues when the limiting mean eigenvalue density exhibits a cusp-like singularity. It appears in a variety of statistical physics models beyond matrix models as well. The authors consider the Fredholm determinant of a trace class operator acting on \(L^2 (s,s)\) with the Pearcey kernel. Based on a steepest descent analysis for a \(3 \times 3\) matrix-valued Riemann-Hilbert problem, it is obtained asymptotics of the Fredholm determinant as \(s \rightarrow +\infty,\) which is also interpreted as large gap asymptotics in the context of random matrix theory.
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