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Discrete Tracy–Widom operators
Published online by Cambridge University Press: 23 September 2009
Abstract
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. We consider discrete Tracy–Widom operators and give 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 equation and the Fourier transform of Mathieu's equation.
MSC classification
- Type
- Research Article
- Information
- Proceedings of the Edinburgh Mathematical Society , Volume 52 , Issue 3 , October 2009 , pp. 545 - 559
- Copyright
- Copyright © Edinburgh Mathematical Society 2009