Two Lax systems for the Painlev\'e II equation, and two related kernels in random matrix theory
Exactly Solvable and Integrable Systems
2016-08-22 v2 Mathematical Physics
Classical Analysis and ODEs
math.MP
Probability
Abstract
We consider two Lax systems for the homogeneous Painlev\'{e} II equation: one of size studied by Flaschka and Newell in the early 1980's, and one of size introduced by Delvaux-Kuijlaars-Zhang and Duits-Geudens in the early 2010's. We prove that solutions to the system can be derived from those to the system via an integral transform, and consequently relate the Stokes multipliers for the two systems. As corollaries we are able to express two kernels for determinantal processes as contour integrals involving the Flaschka-Newell Lax system: the tacnode kernel arising in models of nonintersecting paths, and a critical kernel arising in a two-matrix model.
Keywords
Cite
@article{arxiv.1601.01603,
title = {Two Lax systems for the Painlev\'e II equation, and two related kernels in random matrix theory},
author = {Karl Liechty and Dong Wang},
journal= {arXiv preprint arXiv:1601.01603},
year = {2016}
}
Comments
46 pages, 20 figures