Related papers: Riemann--Hilbert approach to the time-dependent ge…
Integrable integral operator can be studied by means of a matrix Riemann--Hilbert problem. However, in the case of so-called integrable operators with shifts, the associated Riemann--Hilbert problem becomes operator valued and this…
We prove that general correlation functions of both ratios and products of characteristic polynomials of Hermitian random matrices are governed by integrable kernels of three different types: a) those constructed from orthogonal…
We analyze a numerical method for computing Fredholm determinants of trace class and Hilbert Schmidt integral operators defined in terms of matrix-valued kernels on the entire real line. With this method, the Fredholm determinant is…
In the bulk scaling limit of the Gaussian Unitary Ensemble of Hermitian matrices the probability that an interval of length $s$ contains no eigenvalues is the Fredholm determinant of the sine kernel $\sin(x-y)\over\pi(x-y)$ over this…
We study the dominant eigenstructure of positive-kernel Fredholm operators arising in multi-state structured population models, including integral projection models and age-structured McKendrick-type equations. To obtain a determinant-free…
Correlation functions of the XXZ spin chain in the critical regime is studied at zero-temperature. They are exactly represented in the Fredholm determinant form and are related with an operator-valued Riemann-Hilbert problem. Analyzing this…
We study finite temperature dynamical correlation functions of the magnetization operator in the one-dimensional Ising quantum field theory. Our approach is based on a finite temperature form factor series and on a Fredholm determinant…
We elaborate further on the metric representation that is obtained by transferring the time-dependence from a Hermitian Hamiltonian to the metric operator in a related non-Hermitian system. We provide further insight into the procedure on…
This is a review of the Riemann-Hilbert approach to the large $N$ asymptotics in random matrix models and its applications. We discuss the following topics: random matrix models and orthogonal polynomials, the Riemann-Hilbert approach to…
In these lectures three different methods of computing the asymptotic expansion of a Hermitian matrix integral is presented. The first one is a combinatorial method using Feynman diagrams. This leads us to the generating function of the…
In this paper, we investigate a determinantal point process on the interval $(-s,s)$, associated with the confluent hypergeometric kernel. Let $\mathcal{K}^{(\alpha,\beta)}_s$ denote the trace class integral operator acting on $L^2(-s, s)$…
The Hamiltonian approach to the theory of dual isomonodromic deformations is developed within the framework of rational classical R-matrix structures on loop algebras. Particular solutions to the isomonodromic deformation equations…
Starting from the form factor expansion in finite volume, we derive the multidimensional generalization of the so-called Natte series for the zero-temperature, time and distance dependent reduced density matrix in the non-linear…
In this paper, we study an infinite system of Fredholm series of polynomials in $\lambda$, formed, in the classical way, for a continuous Hilbert-Schmidt kernel on $\mathbb{R}\times\mathbb{R}$ of the form…
In this work we develop a novel and foundational framework for analyzing general Riemannian functional data, in particular a new development of tensor Hilbert spaces along curves on a manifold. Such spaces enable us to derive Karhunen-Loeve…
We prove that the asymptotics of the Fredholm determinant of $I-K_\alpha$, where $K_\alpha$ is the integral operator with the sine kernel $\sin(x-y)/(x-y)/\pi$ on the interval $[0,\alpha]$ is given by a formula which was conjectured by F.J.…
The diagonal spin-spin correlations of the square lattice Ising model, originally expressed as Toeplitz determinants, are given by two distinct Fredholm determinants - one with an integral operator having an Appell function kernel and…
The functional linear model extends the notion of linear regression to the case where the response and covariates are iid elements of an infinite dimensional Hilbert space. The unknown to be estimated is a Hilbert-Schmidt operator, whose…
We use discrete analogs of Riemann-Hilbert problem's methods to derive the discrete Bessel kernel which describes the poissonized Plancherel measures for symmetric groups. To do this we define discrete analogs of a Riemann-Hilbert problem…
We study the distribution of the smallest eigenvalue for certain classes of positive-definite Hermitian random matrices, in the limit where the size of the matrices becomes large. Their limit distributions can be expressed as Fredholm…