Asymptotics of the Hard Edge Pearcey Determinant

DOI10.1137/22M1513897arXiv2209.12524OpenAlexW4390584261MaRDI QIDQ6145643FDOQ6145643

Author name not available (Why is that?)

Publication date: 9 January 2024

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Abstract: We study the Fredholm determinant of an integral operator associated to the hard edge Pearcey kernel. This determinant appears in a variety of random matrix and non-intersecting paths models. By relating the logarithmic derivatives of the Fredholm determinant to a $3imes3$ Riemann-Hilbert problem, we obtain asymptotics of the determinant, which is also known as the large gap asymptotics for the corresponding point process.

Full work available at URL: https://arxiv.org/abs/2209.12524

zbMATH Keywords

random matrix theoryasymptotic analysisRiemann-Hilbert problemsFredholm determinant

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Boundary value problems in the complex plane (30E25) Applications of operator theory in probability theory and statistics (47N30)

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Cited In (1)

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