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math-ph2003★ 3 cited
Janossy Densities II. Pfaffian Ensembles
Alexander Soshnikov
We extend the main result of the companion paper math-ph/0212063 "Janossy Densities I. Determinantal Ensembles" (joint with Alexei Borodin) to the case of the pfaffian ensembles.
math-ph2002★ 9 cited
Janossy Densities I. Determinantal Ensembles
Alexei Borodin, Alexander Soshnikov
We derive an elementary formula for Janossy densities for determinantal point processes with a finite rank projection-type kernel. In particular, for beta=2 polynomial ensembles of…
math-ph1999
Gaussian fluctuation for the number of particles in Airy, Bessel, sine and other determinantal random point fields
Alexander B. Soshnikov
We prove the Central Limit Theorem for the number of eigenvalues near the spectrum edge for hermitian ensembles of random matrices. To derive our results, we use a general theorem,…