The asymptotics of a Bessel-kernel determinant which arises in random matrix theory

DOI10.1016/j.aim.2010.05.020zbMath1241.47059arXiv1001.2340OpenAlexW2962694656MaRDI QIDQ607340

Torsten Ehrhardt

Publication date: 22 November 2010

Published in: Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1001.2340

zbMATH Keywords

Hankel operatorToeplitz operatorrandom matrixWiener-Hopf operatorgap probabilitydeterminant asymptotics

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Random matrices (algebraic aspects) (15B52) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Applications of operator theory in probability theory and statistics (47N30)

Related Items (20)

Asymptotics of Fredholm determinant associated with the Pearcey kernel ⋮ On integrals of the tronquée solutions and the associated Hamiltonians for the Painlevé II equation ⋮ Gap probability for the hard edge Pearcey process ⋮ A Riemann-Hilbert approach to Fredholm determinants of Hankel composition operators: scalar-valued kernels ⋮ The Bessel kernel determinant on large intervals and Birkhoff's ergodic theorem ⋮ 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 ⋮ Large gap asymptotics on annuli in the random normal matrix model ⋮ Asymptotics of the Hard Edge Pearcey Determinant ⋮ 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 ⋮ Fredholm and invertibility theory for a special class of Toeplitz \(+\) Hankel operators ⋮ Short distance asymptotics for a generalized two-point scaling function in the two-dimensional Ising model ⋮ On the analysis of incomplete spectra in random matrix theory through an extension of the Jimbo-Miwa-Ueno differential ⋮ Return probability after a quench from a domain wall initial state in the spin-1/2 XXZ chain ⋮ Crossing bridges with strong Szegő limit theorem ⋮ Arov-Krein entropy functionals and indefinite interpolation problems ⋮ The multiplicative constant for the Meijer-G kernel determinant ⋮ ASYMPTOTICS OF SPACING DISTRIBUTIONS AT THE HARD EDGE FOR β-ENSEMBLES ⋮ Edge distribution of thinned real eigenvalues in the real Ginibre ensemble

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