Airy-kernel determinant on two large intervals

2021/08/10 by Igor Krasovsky, Krasovsky, Igor, Theo-Harris Maroudas +1
Mathematics · #FOS: Mathematics #FOS: Physical sciences #Functional Analysis (math.FA) #Mathematical Dynamics and Fractals #Mathematical Physics (math-ph) #Random Matrices and Applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.2108.04495

openalex publication_date 2021/08/10 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We find the probability of two gaps of the form (sc,sb)∪ (sa,+∞), c<b>0, in the edge scaling limit of the Gaussian Unitary Ensemble of random matrices, including the multiplicative constant in the asymptotics.</b>

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