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Asymptotics of the Hard Edge Pearcey Determinant
Luming Yao, Lun Zhang
Source abstract
Abstract. We study the Fredholm determinant of an integral operator associated to the hard edge Pearcey kernel. This determinant appears in a variety of random matrix and nonintersecting paths models. By relating the logarithmic derivatives of the Fredholm determinant to a [Formula: see text] Riemann–Hilbert problem, we obtain asymptotics of the determinant, which is also known as the large gap asymptotics for the corresponding point process.
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