139 citations · 376 across the 11 of their papers we have counts for
4 papers · 1 filter
Two Elementary Derivations of the Pure Fisher-Hartwig Determinant
Albrecht Boettcher, Harold Widom
We present two elementary derivations of the formula for the Toeplitz determinant generated by a pure Fisher-Hartwig singularity.
Differential Equations for Dyson Processes
Craig A. Tracy, Harold Widom
We call "Dyson process" any process on ensembles of matrices in which the entries undergo diffusion. We are interested in the distribution of the eigenvalues (or singular values) o…
On the Determinant of a Certain Wiener-Hopf + Hankel Operator
Estelle L. Basor, Torsten Ehrhardt, Harold Widom
We establish an asymptotic formula for determinants of truncated Wiener-Hopf+Hankel operators with symbol equal to the exponential of a constant times the characteristic function o…
A System of Differential Equations for the Airy Process
Craig A. Tracy, Harold Widom
The Airy process is characterized by its finite-dimensional distribution functions. We show that each finite-dimensional distribution function is expressible in terms of a solution…