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Discrete Tracy--Widom operators.

Blower, Gordon and McCafferty, Andrew (2009) Discrete Tracy--Widom operators. Proceedings of the Edinburgh Mathematical Society, 52 (3). pp. 545-559. ISSN 1464-3839

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      Integrable operators arise in random matrix theory, where they describe the asymptotic eigenvalue distribution of large self-adjoint random matrices from the generalized unitary ensembles. This paper considers discrete Tracy--Widom operators, and gives sufficient conditions for a discrete integrable operator to be the square of a Hankel matrix. Examples include the discrete Bessel kernel and kernels arising from the almost Mathieu equatio and the Fourier transform of Mathieu's equation.

      Item Type: Article
      Journal or Publication Title: Proceedings of the Edinburgh Mathematical Society
      Additional Information: AMS 2000 classification: 47B35 The final, definitive version of this article has been published in the Journal, Proceedings of the Edinburgh Mathematical Society, 52 (3), pp 545-559 2009, © 2009 Cambridge University Press.
      Uncontrolled Keywords: Hankel operators ; random matrices
      Subjects: Q Science > QA Mathematics
      Departments: Faculty of Science and Technology > Mathematics and Statistics
      ID Code: 1788
      Deposited By: Professor Gordon Blower
      Deposited On: 25 Feb 2008 08:51
      Refereed?: Yes
      Published?: Published
      Last Modified: 03 Nov 2015 14:06
      Identification Number:

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