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Mathematics  2008 

Discrete Tracy-Widom Operators

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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. 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 equation and the Fourier transform of Mathieu's equation.

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