Title of article
The Widom–Dyson constant for the gap probability in random matrix theory
Author/Authors
Deift، نويسنده , , P. and Its، نويسنده , , A. and Krasovsky، نويسنده , , Michael I. and Zhou، نويسنده , , X.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
22
From page
26
To page
47
Abstract
In the bulk scaling limit for the Gaussian Unitary Ensemble in random matrix theory, the probability that there are no eigenvalues in the interval ( 0 , 2 s ) is given by P s = det ( I - K s ) , where K s is the trace-class operator with kernel K s ( x , y ) = sin ( x - y ) π ( x - y ) acting on L 2 ( 0 , 2 s ) . In the analysis of the asymptotic behavior of P s as s → ∞ , there is particular interest in the constant term known as the Widom–Dyson constant. We present a new derivation of this constant, which can be adapted to calculate similar critical constants in other problems arising in random matrix theory.
Keywords
Random matrices , Correlation functions , Riemann–Hilbert problem , Asymptotic expansions
Journal title
Journal of Computational and Applied Mathematics
Serial Year
2007
Journal title
Journal of Computational and Applied Mathematics
Record number
1553734
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