Gap probability for products of random matrices in the critical regime
From MaRDI portal
Publication:2071759
DOI10.1016/j.jat.2021.105687zbMath1490.60019arXiv2107.06169OpenAlexW3182122818MaRDI QIDQ2071759
Eugene Strahov, Sergey Berezin
Publication date: 31 January 2022
Published in: Journal of Approximation Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.06169
Riemann-Hilbert problemsdeterminantal point processesgap probabilitiesproducts of random matricessingular value statistics
Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Singular values of products of Ginibre random matrices, multiple orthogonal polynomials and hard edge scaling limits
- Bulk and soft-edge universality for singular values of products of Ginibre random matrices
- Large \(n\) limit of Gaussian random matrices with external source. III: Double scaling limit
- Asymptotics of the Airy-kernel determinant
- Density matrix of an impenetrable Bose gas and the fifth Painlevé transcendent
- L'intégrale de Cauchy définit un opératuer borne sur \(L^ 2 \)pour les courbes lipschitziennes
- Level-spacing distributions and the Airy kernel
- Level spacing distributions and the Bessel kernel
- Fredholm determinants, differential equations and matrix models
- On Wright's generalized Bessel kernel
- On orthogonal and symplectic matrix ensembles
- Integrable structure of products of finite complex Ginibre random matrices
- Higher order large gap asymptotics at the hard edge for Muttalib-Borodin ensembles
- Global universality of Macdonald plane partitions
- Riemann-Hilbert approach to gap probabilities for the Bessel process
- Asymptotics of the tacnode process: a transition between the gap probabilities from the tacnode to the Airy process
- Differential equations for singular values of products of Ginibre random matrices
- The Transition between the Gap Probabilities from the Pearcey to the Airy Process—a Riemann–Hilbert Approach
- Universal distribution of Lyapunov exponents for products of Ginibre matrices
- Singular Values of Products of Ginibre Random Matrices
- Asymptotics for a Determinant with a Confluent Hypergeometric Kernel
- Universal microscopic correlation functions for products of independent Ginibre matrices
- An Introduction to Random Matrices
- A steepest descent method for oscillatory Riemann-Hilbert problems
- Application of the τ‐function theory of Painlevé equations to random matrices: PV, PIII, the LUE, JUE, and CUE
- Fredholm determinants, Jimbo‐Miwa‐Ueno τ‐functions, and representation theory
- The multiplicative constant for the Meijer-G kernel determinant
- Large Gap Asymptotics at the Hard Edge for Product Random Matrices and Muttalib–Borodin Ensembles
- Singular value correlation functions for products of Wishart random matrices
- Combinatorics and Random Matrix Theory
- DIFFERENTIAL EQUATIONS FOR QUANTUM CORRELATION FUNCTIONS
- Product Matrix Processes as Limits of Random Plane Partitions
- Traces and determinants of linear operators
- Application of the \(\tau\)-function theory of Painlevé equations to random matrices: PIV, PII and the GUE.
