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
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
Journal title :
Journal of Computational and Applied Mathematics