
arXiv: 1905.03754
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
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
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
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