arXiv subjects

Christophe Charlier

Publications and source records attributed to Christophe Charlier.

61 records · Page 4Linked to original sources

arXiv2019

Airy and Painlevé asymptotics for the mKdV equation

We consider the higher order asymptotics for the mKdV equation in the Painlevé sector. We first show that the solution admits a uniform expansion to all orders in powers of $t^{-1/3}$ with coefficients that are smooth functions of $x(3t)^{-1/3}$. We then consider the special case when the reflection coefficient vanishes at the origin. In this case, the leading coefficient which satisfies the Painlevé II equation vanishes. We show that the leading asymptotics is instead described by the derivative of the Airy function. We are also able to express the subleading term explicitly in terms of the Airy function.

math.AP↗

arXiv2018

Large gap asymptotics for Airy kernel determinants with discontinuities

We obtain large gap asymptotics for Airy kernel Fredholm determinants with any number $m$ of discontinuities. These $m$-point determinants are generating functions for the Airy point process and encode probabilistic information about eigenvalues near soft edges in random matrix ensembles. Our main result is that the $m$-point determinants can be expressed asymptotically as the product of $m$ $1$-point determinants, multiplied by an explicit constant pre-factor which can be interpreted in terms of the covariance of the counting function of the process.

math-ph↗

arXiv2018

Asymptotics for Hankel Determinants Associated to a Hermite Weight with a Varying Discontinuity

We study $n\times n$ Hankel determinants constructed with moments of a Hermite weight with a Fisher-Hartwig singularity on the real line. We consider the case when the singularity is in the bulk and is both of root-type and jump-type. We obtain large $n$ asymptotics for these Hankel determinants, and we observe a critical transition when the size of the jumps varies with $n$. These determinants arise in the thinning of the generalised Gaussian unitary ensembles and in the construction of special function solutions of the Painlevé IV equation.

math-ph↗

arXiv2018

Asymptotics of Hankel determinants with a one-cut regular potential and Fisher-Hartwig singularities

We obtain asymptotics of large Hankel determinants whose weight depends on a one-cut regular potential and any number of Fisher-Hartwig singularities. This generalises two results: 1) a result of Berestycki, Webb and Wong [5] for root-type singularities, and 2) a result of Its and Krasovsky [37] for a Gaussian weight with a single jump-type singularity. We show that when we apply a piecewise constant thinning on the eigenvalues of a random Hermitian matrix drawn from a one-cut regular ensemble, the gap probability in the thinned spectrum, as well as correlations of the characteristic polynomial of the associated conditional point process, can be expressed in terms of these determinants.

math-ph↗

arXiv2017

On the ratio probability of the smallest eigenvalues in the Laguerre Unitary Ensemble

We study the probability distribution of the ratio between the second smallest and smallest eigenvalue in the $n\times n$ Laguerre Unitary Ensemble. The probability that this ratio is greater than $r>1$ is expressed in terms of an $n \times n$ Hankel determinant with a perturbed Laguerre weight. The limiting probability distribution for the ratio as $n\to\infty$ is found as an integral over $(0,\infty)$ containing two functions $q_{1}(x)$ and $q_{2}(x)$. These functions satisfy a system of two coupled Painlevé V equations, which are derived from a Lax pair of a Riemann-Hilbert problem. We compute asymptotic behaviours of these functions as $rx \to 0_{+}$ and $(r-1)x \to \infty$, as well large $n$ asymptotics for the associated Hankel determinants in several regimes of $r$ and $x$.

math-ph↗

arXiv2016

Thinning and conditioning of the Circular Unitary Ensemble

We apply the operation of random independent thinning on the eigenvalues of $n\times n$ Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenvalues, and we study the statistics of the eigenvalues of random unitary matrices which are conditioned such that there are no thinned eigenvalues on a given arc of the unit circle. Various probabilistic quantities can be expressed in terms of Toeplitz determinants and orthogonal polynomials on the unit circle, and we use these expressions to obtain asymptotics as $n\to\infty$.

math-ph↗

arXiv2015

Asymptotics for Toeplitz determinants: perturbation of symbols with a gap

We study the determinants of Toeplitz matrices as the size of the matrices tends to infinity, in the particular case where the symbol has two jump discontinuities and tends to zero on an arc of the unit circle at a sufficiently fast rate. We generalize an asymptotic expansion by Widom [22], which was known for symbols supported on an arc. We highlight applications of our results in the Circular Unitary Ensemble and in the study of Fredholm determinants associated to the sine kernel.

math-ph↗