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math.PR2022
Asymptotics of the hard edge Pearcey determinant
Luming Yao, Lun Zhang
We study the Fredholm determinant of an integral operator associated to the hard edge Pearcey kernel. This determinant appears in a variety of random matrix and non-intersecting pa…
math-ph2022★ 7 cited
Gap probability for the hard edge Pearcey process
Dan Dai, Shuai-Xia Xu, Lun Zhang
The hard edge Pearcey process is universal in random matrix theory and many other stochastic models. This paper deals with the gap probability for the thinned/unthinned hard edge P…