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Discrete Tracy--Widom operators.

Research output: Contribution to journalJournal article


Journal publication date10/2009
JournalProceedings of the Edinburgh Mathematical Society
Journal number3
Number of pages15
Original languageEnglish


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 equatio and the Fourier transform of Mathieu's equation.

Bibliographic note

AMS 2000 classification: 47B35 http://journals.cambridge.org/action/displayJournal?jid=PEM The final, definitive version of this article has been published in the Journal, Proceedings of the Edinburgh Mathematical Society, 52 (3), pp 545-559 2009, © 2009 Cambridge University Press.