English

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 2×22\times 2 studied by Flaschka and Newell in the early 1980's, and one of size 4×44\times 4 introduced by Delvaux-Kuijlaars-Zhang and Duits-Geudens in the early 2010's. We prove that solutions to the 4×44\times 4 system can be derived from those to the 2×22\times 2 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