Gap probabilities for the generalized Bessel process: a Riemann-Hilbert approach

DOI10.1007/s11040-014-9149-2zbMath1308.60062arXiv1309.7015OpenAlexW2063134150MaRDI QIDQ471827

Manuela Girotti

Publication date: 17 November 2014

Published in: Mathematical Physics, Analysis and Geometry (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.7015

zbMATH Keywords

Riemann-Hilbert problemsgap probabilitiesgeneralized Bessel processintegrable kernelsrandom point processes

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

The hard edge tacnode process and the hard edge Pearcey process with non-intersecting squared Bessel paths ⋮ Gap probability for the hard edge Pearcey process ⋮ A Riemann-Hilbert approach to Fredholm determinants of Hankel composition operators: scalar-valued kernels ⋮ A Riemann Hilbert approach to the study of the generating function associated to the Pearcey process ⋮ Asymptotics of the Hard Edge Pearcey Determinant ⋮ Gap Probability at the Hard Edge for Random Matrix Ensembles with Pole Singularities in the Potential ⋮ Large complex correlated Wishart matrices: fluctuations and asymptotic independence at the edges ⋮ Universality conjecture and results for a model of several coupled positive-definite matrices

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