The Expectation of a Multiplicative Functional under the Sine-Process

Fuente: arXiv
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Autore principale: Bufetov, Alexander I.
Natura: Preprint
Pubblicazione: 2024
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author Bufetov, Alexander I.
author_facet Bufetov, Alexander I.
contents An explicit expression for the expected value of a regularized multiplicative functional under the sine-process is obtained by passing to the scaling limit in the Borodin-Okounkov-Geronimo-Case formula.
format Preprint
id arxiv_https___arxiv_org_abs_2412_20902
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle The Expectation of a Multiplicative Functional under the Sine-Process
Bufetov, Alexander I.
Probability
Mathematical Physics
Classical Analysis and ODEs
Dynamical Systems
Functional Analysis
60B20
An explicit expression for the expected value of a regularized multiplicative functional under the sine-process is obtained by passing to the scaling limit in the Borodin-Okounkov-Geronimo-Case formula.
title The Expectation of a Multiplicative Functional under the Sine-Process
topic Probability
Mathematical Physics
Classical Analysis and ODEs
Dynamical Systems
Functional Analysis
60B20
url https://arxiv.org/abs/2412.20902