Thinning and conditioning of the circular unitary ensemble

DOI10.1142/S2010326317500071zbMath1386.60025arXiv1604.08399OpenAlexW2963890497MaRDI QIDQ5370959

Christophe Charlier, Tom Claeys

Publication date: 20 October 2017

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.08399

zbMATH Keywords

orthogonal polynomialsrandom matrix theoryRiemann-Hilbert problemsToeplitz determinantsthinning of point processes

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Riemann-Hilbert problems in context of PDEs (35Q15)

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General truncated linear statistics for the top eigenvalues of random matrices ⋮ Functional form for the leading correction to the distribution of the largest eigenvalue in the GUE and LUE ⋮ Mesoscopic fluctuations for the thinned circular unitary ensemble ⋮ Truncated linear statistics associated with the eigenvalues of random matrices. II: Partial sums over proper time delays for chaotic quantum dots ⋮ Gap probability for the hard edge Pearcey process ⋮ Asymptotics of the deformed Fredholm determinant of the confluent hypergeometric kernel ⋮ Gap probability of the circular unitary ensemble with a Fisher-Hartwig singularity and the coupled Painlevé V system ⋮ Asymptotic expansion of Toeplitz determinants of an indicator function with discrete rotational symmetry and powers of random unitary matrices ⋮ Determinantal point processes conditioned on randomly incomplete configurations ⋮ Sine‐kernel determinant on two large intervals ⋮ Probability of two large gaps in the bulk and at the edge of the spectrum of random matrices ⋮ Tracy-Widom distributions in critical unitary random matrix ensembles and the coupled Painlevé II system ⋮ Asymptotics for Hankel determinants associated to a Hermite weight with a varying discontinuity ⋮ Large deformations of the Tracy-Widom distribution. I: Non-oscillatory asymptotics ⋮ Some open problems in random matrix theory and the theory of integrable systems. II ⋮ Asymptotics of Hankel determinants with a Laguerre-type or Jacobi-type potential and Fisher-Hartwig singularities ⋮ The generating function for the Bessel point process and a system of coupled Painlevé V equations ⋮ Gaussian unitary ensemble with jump discontinuities and the coupled Painlevé II and IV systems ⋮ Incomplete determinantal processes: from random matrix to Poisson statistics ⋮ Truncated linear statistics in the one dimensional one-component plasma

Uses Software

• DLMF

Cites Work

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