The Bessel process models the local eigenvalue statistics near $0$ of certain large positive definite matrices. In this work, we consider the probability \begin{align*} \mathbb{P}\Big( \mbox{there are no points in the Bessel process on } (0,x_{1})\cup(x_{2},x_{3})\cup\cdots\cup(x_{2g},x_{2g+1}) \Big), \end{align*} where $0<x_{1}<\cdots<x_{2g+1}$ and $g \geq 0$ is any non-negative integer. We obtain asymptotics for this probability as the size of the intervals becomes large, up to and including the oscillations of order $1$. In these asymptotics, the most intricate term is a one-dimensional integral along a linear flow on a $g$-dimensional torus, whose integrand involves ratios of Riemann $\theta$-functions associated to a genus $g$ Riemann ...
We consider the eigenvalues of a large dimensional real or complex Ginibre matrix in the region of t...
AbstractWe establish a large n complete asymptotic expansion for q-Laguerre polynomials and a comple...
Multivariate Bessel processes $(X_{t,k})_{t\ge0}$ describe interacting particle systems of Calogero...
We study the distribution of the smallest eigenvalue for certain classes of positive-definite Hermit...
We consider the gap probability for the Bessel process in the single-time and multi-time case. We pr...
Nous considérons la probabilité de "gap" pour le processus de Bessel dans le cas sans temp et le cas...
An important topic in random matrix theory is the study of the statistical properties of the eigenva...
We consider the gap probability for the Generalized Bessel process, a determinantal point process wh...
27 pages. This is the third and final part of the series of 3 publications stemming from the preprin...
In this work, we study problems related to gap probabilities of certain universal determinantal poin...
We obtain large gap asymptotics for Airy kernel Fredholm determinants with any number m of discontin...
In this paper we study the large time asymptotics of the flow of a dynamical system $X'=b(X)$ posed ...
We study the differentiability of Bessel flow , where is process of dimension starting from x. For w...
The level spacing distributions which arise when one rescales the Laguerre or Jacobi ensemb...
Toeplitz and Hankel determinants arise in many different areas of mathematics, such as statistical m...
We consider the eigenvalues of a large dimensional real or complex Ginibre matrix in the region of t...
AbstractWe establish a large n complete asymptotic expansion for q-Laguerre polynomials and a comple...
Multivariate Bessel processes $(X_{t,k})_{t\ge0}$ describe interacting particle systems of Calogero...
We study the distribution of the smallest eigenvalue for certain classes of positive-definite Hermit...
We consider the gap probability for the Bessel process in the single-time and multi-time case. We pr...
Nous considérons la probabilité de "gap" pour le processus de Bessel dans le cas sans temp et le cas...
An important topic in random matrix theory is the study of the statistical properties of the eigenva...
We consider the gap probability for the Generalized Bessel process, a determinantal point process wh...
27 pages. This is the third and final part of the series of 3 publications stemming from the preprin...
In this work, we study problems related to gap probabilities of certain universal determinantal poin...
We obtain large gap asymptotics for Airy kernel Fredholm determinants with any number m of discontin...
In this paper we study the large time asymptotics of the flow of a dynamical system $X'=b(X)$ posed ...
We study the differentiability of Bessel flow , where is process of dimension starting from x. For w...
The level spacing distributions which arise when one rescales the Laguerre or Jacobi ensemb...
Toeplitz and Hankel determinants arise in many different areas of mathematics, such as statistical m...
We consider the eigenvalues of a large dimensional real or complex Ginibre matrix in the region of t...
AbstractWe establish a large n complete asymptotic expansion for q-Laguerre polynomials and a comple...
Multivariate Bessel processes $(X_{t,k})_{t\ge0}$ describe interacting particle systems of Calogero...