Funktsional. Anal. i Prilozhen., 2024 Volume 58, Issue 2, Pages 23–33
(Mi faa4203)
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6 papers
The expectation of a multiplicative functional under the sine-process Alexander Bufetov abc a Steklov Mathematical Institute of Russian Academy of Sciences, Moscow, Russia b Institute for Information Transmission Problems of the Russian Academy of Sciences (Kharkevich Institute), Moscow, Russia c Aix-Marseille Université, CNRS, Institut de Mathématiques de Marseille, Marseille, France Abstract:
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.
Keywords:
sine-process, multiplicative functional, Wiener–Hopf operator, Borodin–Okounkov–Geronimo–Case formula.
MSC: 60B20 Received: 06.02.2024
Revised: 09.03.2024
Accepted: 14.03.2024
DOI:
10.4213/faa4203
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