Gap probability for products of random matrices in the critical regime

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

zbMATH Keywords

Riemann-Hilbert problemsdeterminantal point processesgap probabilitiesproducts of random matricessingular value statistics

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Uses Software

• DLMF

Cites Work

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