Distribution Functions for Random Variables for Ensembles of positive Hermitian Matrices

Distribution functions for random variables that depend on a parameter are computed asymptotically for ensembles of positive Hermitian matrices. The inverse Fourier transform of the distribution is shown to be a Fredholm determinant of a certain operator that is an analogue of a Wiener-Hopf operator. The asymptotic formula shows that up to the terms of order $o(1)$, the distributions are Gaussian

Asymptotics of determinants of Bessel operators

In this paper we determine the asymptotics of the determinant of Bessel operators for sufficiently smooth generating functions. These operators are similar to Wiener-Hopf operators with the Fourier transform replaced by the Hankel transform and thus the asymptotics of the determinanst are similar to the well-known Szeg\"o-Akhiezer-Kac formula for truncated Wiener-Hopf determinants. In order to compute the above, we also show that the Bessel operators differ from the Wiener-Hopf by a Hilbert-Schmidt operator