Abstract
The purpose of this paper is to describe asymptotic formulas for determinants of certain operators that are analogues of Wiener–Hopf operators. The determinant formulas yield information about the distribution functions for certain random variables that arise in random matrix theory when one rescales at “the edge of the spectrum.”
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Basor, E.L., Widom, H. Determinants of Airy Operators and Applications to Random Matrices. Journal of Statistical Physics 96, 1–20 (1999). https://doi.org/10.1023/A:1004539513619
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DOI: https://doi.org/10.1023/A:1004539513619