How much can the eigenvalues of a random Hermitian matrix fluctuate?

T Claeys, B Fahs, G Lambert… - Duke Mathematical Journal, 2021 - projecteuclid.org
The goal of this article is to study how much the eigenvalues of large Hermitian random
matrices deviate from certain deterministic locations—or in other words, to investigate …

[HTML][HTML] Large gap asymptotics for Airy kernel determinants with discontinuities

C Charlier, T Claeys - Communications in Mathematical Physics, 2020 - Springer
We obtain large gap asymptotics for Airy kernel Fredholm determinants with any number m
of discontinuities. These m-point determinants are generating functions for the Airy point …

Universality

ABJ Kuijlaars - arXiv preprint arXiv:1103.5922, 2011 - arxiv.org
Universality of eigenvalue spacings is one of the basic characteristics of random matrices.
We give the precise meaning of universality and discuss the standard universality classes …

On the Fredholm determinant of the confluent hypergeometric kernel with discontinuities

SX Xu, SQ Zhao, YQ Zhao - Physica D: Nonlinear Phenomena, 2024 - Elsevier
We consider the determinantal point process with the confluent hypergeometric kernel. This
process is a universal point process in random matrix theory and describes the distribution …

Exponential moments and piecewise thinning for the Bessel point process

C Charlier - International Mathematics Research Notices, 2021 - academic.oup.com
We obtain exponential moment asymptotics for the Bessel point process. As a direct
consequence, we improve on the asymptotics for the expectation and variance of the …

Large gap asymptotics for the generating function of the sine point process

C Charlier - Proceedings of the London Mathematical Society, 2021 - Wiley Online Library
We consider the generating function of the sine point process on m consecutive intervals. It
can be written as a Fredholm determinant with discontinuities, or equivalently as the …

An approach to universality using Weyl m-functions

B Eichinger, M Lukić, B Simanek - arXiv preprint arXiv:2108.01629, 2021 - arxiv.org
We describe an approach to universality limits for orthogonal polynomials on the real line
which is completely local and uses only the boundary behavior of the Weyl m-function at the …

Strong asymptotics of Hermite-Padé approximants for Angelesco systems

ML Yattselev - Canadian Journal of Mathematics, 2016 - cambridge.org
In this work type II Hermite-Padé approximants for a vector of Cauchy transforms of smooth
Jacobi-type densities are considered. It is assumed that densities are supported on mutually …

Spectral analysis of Jacobi operators and asymptotic behavior of orthogonal polynomials

DR Yafaev - Bulletin of Mathematical Sciences, 2022 - World Scientific
We find and discuss asymptotic formulas for orthonormal polynomials P n (z) with recurrence
coefficients an, bn. Our main goal is to consider the case where off-diagonal elements …

Necessary and sufficient conditions for universality limits

B Eichinger, M Lukić, H Woracek - arXiv preprint arXiv:2409.18045, 2024 - arxiv.org
We derive necessary and sufficient conditions for universality limits for orthogonal
polynomials on the real line and related systems. One of our results is that the Christoffel …