Airy-kernel determinant on two large intervals.(English)Zbl 07811946
Summary: We find the probability of two gaps of the form \((s c, s b) \cup(s a, + \infty)\), \(c < b < a < 0\), for large \(s > 0\), in the edge scaling limit of the Gaussian Unitary Ensemble, including the multiplicative constant in the asymptotics.
MSC:
| 47B35 | Toeplitz operators, Hankel operators, Wiener-Hopf operators |
| 60B20 | Random matrices (probabilistic aspects) |
Cite
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