H. Widom, ASYMPTOTICS FOR THE FREDHOLM DETERMINANT OF THE SINE KERNEL ON A UNION OF INTERVALS, Communications in Mathematical Physics, 171(1), 1995, pp. 159-180
In the bulk scaling limit of the Gaussian Unitary Ensemble of hermitia
n matrices the probability that an interval of length s contains no ei
genvalues is the Fredholm determinant of the sine kernel sin(x-y)/pi(x
-y) over this interval. A formal asymptotic expansion for the determin
ant as s tends to infinity was obtained by Dyson. In this paper we rep
lace a single interval of length s by sJ, where J is a union of m inte
rvals and present a proof of the asymptotics up to second order. The l
ogarithmic derivative with respect to a of the determinant equals a co
nstant (expressible in terms of hyperelliptic integrals) times s, plus
a bounded oscillatory function of s (zero if m = 1, periodic if m = 2
, and in general expressible in terms of the solution of a Jacobi inve
rsion problem), plus o(1). Also determined are the asymptotics of the
trace of the resolvent operator, which is the ratio in the same model
of the probability that the set contains exactly one eigenvalue to the
probability that it contains none. The proofs use ideas from orthogon
al polynomial theory.