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The Bessel kernel determinant on large intervals and Birkhoff's ergodic theorem

The Bessel kernel determinant on large intervals and Birkhoff's ergodic theorem

Abstract The Bessel process models the local eigenvalue statistics near 0 of certain large positive definite matrices. In this work, we consider the probability where and is any nonā€negative integer. We obtain asymptotics for this probability as the size of the intervals becomes large, up to and including the oscillations ā€¦