Gap probabilities in the finite and scaled Cauchy random matrix ensembles

DOI10.1088/0951-7715/13/6/305zbMath0980.15018arXivmath-ph/0009022OpenAlexW3098770948WikidataQ60306344 ScholiaQ60306344MaRDI QIDQ4521389

Peter J. Forrester, Nicholas S. Witte

Publication date: 20 February 2002

Published in: Nonlinearity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math-ph/0009022

zbMATH Keywords

eigenvalue distributionrandom matricesPainlevé transcendentsFredholm determinantsgap probabilitiesCauchy ensemblecircular Jacobi unitary ensemble

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) Random matrices (algebraic aspects) (15B52)

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