Related papers: Linear systems and determinantal random point fiel…
Let $(-A,B,C)$ be a continuous time linear system with state space a separable complex Hilbert space $H$, where $-A$ generates a strongly continuous contraction semigroup $(e^{-tA})_{t\geq 0}$ on $H$, and $\phi (t)=Ce^{-tA}B$ is the impulse…
Integrable operators arise in random matrix theory, where they describe the asymptotic eigenvalue distribution of large self-adjoint random matrices from the generalized unitary ensembles. This paper considers discrete Tracy-Widom…
In this note, we find sufficient conditions for an operator with kernel of the form $A(x)B(y)-A(x)B(y)/(x-y)$ (which we call a Tracy-Widom type operator) to be the square of a Hankel operator. We consider two contexts: infinite matrices on…
This article considers Whittaker's function $W_{\kappa ,\mu }$ where $\kappa$ is real and $\mu$ is real or purely imaginary. Then $\varphi (x)=x^{-\mu -1/2}W_{\kappa ,\mu }(x)$ arises as the scattering function of a continuous time linear…
Suppose that $\Gamma$ is a continuous and self-adjoint Hankel operator on $L^2(0, \infty)$ and that $Lf=-(d/dx(a(x)df/dx))+b(x)f(x)$ with $a(0)=0$. If $a$ and $b$ are both quadratic, hyperbolic or trigonometric functions, and $\phi$…
It is shown that a positive (bounded linear) operator on a Hilbert space with trivial kernel is unitarily equivalent to a Hankel operator that satisfies double positivity condition if and only if it is non-invertible and has simple spectrum…
Determinantal point processes are point processes whose correlation functions are given by determinants of matrices. The entries of these matrices are given by one fixed function of two variables, which is called the kernel of the point…
Using Hankel operators and shift-invariant subspaces on Hilbert space, this paper develops the theory of the operators associated with soft and hard edges of eigenvalue distributions of random matrices. Tracy and Widom introduced a…
Let $(-A,B,C)$ be a linear system in continuous time $t>0$ with input and output space ${\bf C}$ and state space $H$. The function $\phi_{(x)}(t)=Ce^{-(t+2x)A}B$ determines a Hankel integral operator $\Gamma_{\phi_{(x)}}$ on $L^2((0, \infty…
It is shown how the bilinear differential equations satisfied by Fredholm determinants of integral operators appearing as spectral distribution functions for random matrices may be deduced from the associated systems of nonautonomous…
In the present paper, we consider the integral operator, which acts in Hilbert space and has sine kernel. This operator generates two operator identities and two corresponding canonical differential systems. We find the asymptotics of the…
The paper contains an exposition of recent as well as old enough results on determinantal random point fields. We start with some general theorems including the proofs of the necessary and sufficient condition for the existence of the…
Hankel determinantal rings, i.e., determinantal rings defined by minors of Hankel matrices of indeterminates, arise as homogeneous coordinate rings of higher order secant varieties of rational normal curves; they may also be viewed as…
The level spacing distributions in the Gaussian Unitary Ensemble, both in the ``bulk of the spectrum,'' given by the Fredholm determinant of the operator with the sine kernel ${\sin \pi(x-y) \over \pi(x-y)}$ and on the ``edge of the…
Painleve's transcendental differential equation P_{VI} may be expressed as the consistency condition for a pair of linear differential equations with 2 by 2 matrix coefficients with rational entries. By a construction due to Tracy and…
Let $(-A,B,C)$ be a linear system in continuous time $t>0$ with input and output space ${\mathbb C}^2$ and state space $H$. The scattering functions $\phi_{(x)}(t)=Ce^{-(t+2x)A}B$ determines a Hankel integral operator $\Gamma_{\phi_{(x)}}$;…
As well as arising naturally in the study of non-intersecting random paths, random spanning trees, and eigenvalues of random matrices, determinantal point processes (sometimes also called fermionic point processes) are relatively easy to…
The matrix Whittaker kernel has been introduced by A. Borodin in Part IV of the present series of papers. This kernel describes a point process -- a probability measure on a space of countable point configurations. The kernel is expressed…
We consider kernels of discrete convolution operators or, equivalently, homogeneous solutions of partial difference operators and show that these solutions always have to be exponential polynomials. The respective polynomial space in…
We study Fredholm determinants related to a family of kernels which describe the edge eigenvalue behavior in unitary random matrix models with critical edge points. The kernels are natural higher order analogues of the Airy kernel and are…