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arXiv 1401.4752nlin.SImath-phmath.MP
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达布变换与随机点过程

Darboux transformations and random point processes

Marco Bertola, Mattia Cafasso

摘要:

本文给出了一类经典的行列式随机点过程(Airy,Pearcey和Hermite)的间隙概率与具有相同核的过程的间隙概率之间的关系式的一般推导方法。通过这种方式,我们将Baik为Baik-Ben Arous-Péché分布发现的Painlevé-like公式推广到许多不同的情况,包括单时间和多时间的情况。该方法不是特设的,并依赖于黎曼-希尔伯特问题的离散Schlesinger变换的概念。

英文摘要:

In this paper we describe a general method to derive formulas relating the gap probability of some classical determinantal random point process (Airy, Pearcey and Hermite) with the gap probability of the processes related to the same kernels with "wanderers", "inliers" and "outliers". In this way, we generalize the Painlevé-like formula found by Baik for the Baik-Ben Arous-Péché distribution to many different cases, both in the one and multi-time case. The method is not ad-hoc and relies upon the notion of discrete Schlesinger transformations for Riemann-Hilbert problems.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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