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A. J. McCafferty

Publications and source records attributed to A. J. McCafferty.

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Discrete Tracy-Widom Operators

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.

math.FA

Integrable operators and squares of Hankel Matrices

In this note, we find sufficient conditions for an operator with kernel of the form $A(x)B(y)-A(x)B(y)/(x-y)$ (which we call a Tracy-Widom type operator) to be the square of a Hankel operator. We consider two contexts: infinite matrices on $\ell^2$, and integral operators on the Hardy space $H^2(\mathbb{T})$. The results can be applied to the discrete Bessel kernel, which is significant in random matrix theory.

math.FA