From gap probabilities in random matrix theory to eigenvalue expansions

Abstract

We present a method to derive asymptotics of eigenvalues for trace-class integral operators $K:L^2(J;d\lambda)\circlearrowleft$, acting on a single interval $J\subset\mathbb{R}$, which belong to the ring of integrable operators \cite{IIKS}. Our emphasis lies on the behavior of the spectrum $\{\lambda_i(J)\}_{i=0}^{\infty}$ of $K$ as $|J|\rightarrow\infty$ and $i$ is fixed. We show that this behavior is intimately linked to the analysis of the Fredholm determinant $\det(I-\gamma K)|_{L^2(J)}$ as $|J|\rightarrow\infty$ and $\gamma\uparrow 1$ in a Stokes type scaling regime. Concrete asymptotic formul\ae\, are obtained for the eigenvalues of Airy and Bessel kernels in random matrix theory.