Powered by OpenAIRE graph
Found an issue? Give us feedback
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ CORE (RIOXX-UK Aggre...arrow_drop_down
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
Electronic Journal of Probability
Article . 2020 . Peer-reviewed
Data sources: Crossref
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
Electronic Journal of Probability
Article
License: CC BY
Data sources: UnpayWall
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
Electronic Journal of Probability
Other literature type . 2020
Data sources: Project Euclid
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 2020
Data sources: zbMATH Open
https://dx.doi.org/10.48550/ar...
Article . 2019
License: arXiv Non-Exclusive Distribution
Data sources: Datacite
versions View all 10 versions
addClaim

This Research product is the result of merged Research products in OpenAIRE.

You have already added 0 works in your ORCID record related to the merged Research product.

Sharp asymptotics for Fredholm Pfaffians related to interacting particle systems and random matrices

Sharp asymptotics for Fredholm pfaffians related to interacting particle systems and random matrices
Authors: FitzGerald, Will; Tribe, Roger; Zaboronski, Oleg;

Sharp asymptotics for Fredholm Pfaffians related to interacting particle systems and random matrices

Abstract

It has been known since the pioneering paper of Mark Kac, that the asymptotics of Fredholm determinants can be studied using probabilistic methods. We demonstrate the efficacy of Kac' approach by studying the Fredholm Pfaffian describing the statistics of both non-Hermitian random matrices and annihilating Brownian motions. Namely, we establish the following two results. Firstly, let $\sqrt{N}+λ_{max}$ be the largest real eigenvalue of a random $N\times N$ matrix with independent $N(0,1)$ entries (the `real Ginibre matrix'). Consider the limiting $N\rightarrow \infty$ distribution $\mathbb{P}[λ_{max}<-L]$ of the shifted maximal real eigenvalue $λ_{max}$. Then \[ \lim_{L\rightarrow \infty} e^{\frac{1}{2\sqrt{2π}}ζ\left(\frac{3}{2}\right)L} \mathbb{P}\left(λ_{max}<-L\right) =e^{C_e}, \] where $ζ$ is the Riemann zeta-function and \[ C_e=\frac{1}{2}\log 2+\frac{1}{4π}\sum_{n=1}^{\infty}\frac{1}{n} \left(-π+\sum_{m=1}^{n-1}\frac{1}{\sqrt{m(n-m)}}\right). \] Secondly, let $X_t^{(max)}$ be the position of the rightmost particle at time $t$ for a system of annihilating Brownian motions (ABM's) started from every point of $\mathbb{R}_{-}$. Then \[ \lim_{L\rightarrow \infty} e^{\frac{1}{2\sqrt{2π}}ζ\left(\frac{3}{2}\right)L} \mathbb{P}\left(\frac{X_{t}^{(max)}}{\sqrt{4t}}<-L\right) =e^{C_e}. \] These statements are a sharp counterpart of our previous results improved by computing the terms of order $L^{0}$ in the asymptotic expansion of the corresponding Fredholm Pfaffian.

14 pages

Related Organizations
Keywords

60B20, Random matrices (algebraic aspects), annihilating Brownian motions, Probability (math.PR), FOS: Physical sciences, Pfaffian point processes, Mathematical Physics (math-ph), Ginibre ensemble, Szego’s theorem, Random matrices (probabilistic aspects), FOS: Mathematics, Interacting particle systems in time-dependent statistical mechanics, Szego's theorem, Point processes (e.g., Poisson, Cox, Hawkes processes), 82C22, QA, 60B20, 60K35, 82C22, Mathematics - Probability, Mathematical Physics

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    4
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Top 10%
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    Average
Powered by OpenAIRE graph
Found an issue? Give us feedback
selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
4
Top 10%
Average
Average
Green
gold
Related to Research communities