The Expectation of a Multiplicative Functional under the Sine-Process
Alexander I. Bufetov
TL;DR
This paper derives an explicit formula for the expected value of a regularized multiplicative functional within the sine-process by utilizing the scaling limit of a known formula, advancing understanding of this stochastic process.
Contribution
It provides the first explicit expression for the expectation of a multiplicative functional under the sine-process using the Borodin-Okounkov-Geronimo-Case formula.
Findings
Explicit expectation formula for the sine-process derived.
Utilizes scaling limit of the Borodin-Okounkov-Geronimo-Case formula.
Enhances analytical tools for studying the sine-process.
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.
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