The generating function for the Bessel point process and a system of coupled Painlevé V equations

DOI10.1142/S2010326319500084zbMath1422.60013arXiv1709.07365OpenAlexW2963788911MaRDI QIDQ5197373

Antoine Doeraene, Christophe Charlier

Publication date: 23 September 2019

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

Full work available at URL: https://arxiv.org/abs/1709.07365

zbMATH Keywords

Fredholm determinantsRiemann-Hilbert problemsPainlevé V equationsBessel point process

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Riemann-Hilbert problems in context of PDEs (35Q15)

Related Items (12)

Null octagon from Deift-Zhou steepest descent ⋮ The Bessel kernel determinant on large intervals and Birkhoff's ergodic theorem ⋮ Gap probability of the circular unitary ensemble with a Fisher-Hartwig singularity and the coupled Painlevé V system ⋮ Laguerre unitary ensembles with jump discontinuities, PDEs and the coupled Painlevé V system ⋮ On the generating function of the Pearcey process ⋮ Exponential moments for disk counting statistics at the hard edge of random normal matrices ⋮ Gap Probability at the Hard Edge for Random Matrix Ensembles with Pole Singularities in the Potential ⋮ On the ratio probability of the smallest eigenvalues in the Laguerre unitary ensemble ⋮ Gaussian unitary ensembles with pole singularities near the soft edge and a system of coupled Painlevé XXXIV equations ⋮ Airy kernel determinant solutions to the KdV equation and integro-differential Painlevé equations ⋮ The hard-to-soft edge transition: exponential moments, central limit theorems and rigidity ⋮ Exponential moments for disk counting statistics of random normal matrices in the critical regime

Uses Software

• DLMF

Cites Work

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