Related papers: On tau functions associated with linear systems

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 $\Gamma_{\phi_{(x)}}$;…

Let $(-A,B,C)$ be a linear system in continuous time $t>0$ with input and output space ${\mathbb C}$ and state space $H$. The scattering (or impulse response) functions $\phi_{(x)}(t)=Ce^{-(t+2x)A}B$ determines a Hankel integral operator…

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…

We define a tau function for a generic Riemann-Hilbert problem posed on a union of non-intersecting smooth closed curves with jump matrices analytic in their neighborhood. The tau function depends on parameters of the jumps and is expressed…

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…

Let v be a real polynomial of even degree, and let \rho be the equilibrium probability measure for v with support S; so that v(x)\geq 2\int \log |x-y| \rho (dy)+C_v for some constant C_v with support S. Then S is the union of finitely many…

Given a complex, separable Hilbert space $\cH$, we consider differential expressions of the type $\tau = - (d^2/dx^2) + V(x)$, with $x \in (a,\infty)$ or $x \in \bbR$. Here $V$ denotes a bounded operator-valued potential $V(\cdot) \in…

We consider the factorization problem of matrix symbols relative to a closed contour, i.e., a Riemann-Hilbert problem, where the symbol depends analytically on parameters. We show how to define a function $\tau$ which is locally analytic on…

Tracy and Widom showed that fundamentally important kernels in random matrix theory arise from differential equations with rational coefficients. More generally, this paper considers symmetric Hamiltonian systems abd determines the…

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…

Several features of an analytic (infinite-dimensional) Grassmannian of (commensurable) subspaces of a Hilbert space were developed in the context of integrable PDEs (KP hierarchy). We extended some of those features when polarized separable…

We consider solvable matrix models. We generalize Harish-Chandra-Itzykson-Zuber and certain other integrals (Gross-Witten integral and integrals over complex matrices) using the notion of tau function of matrix argument. In this case one…

We reformulate the $q$-difference linear system corresponding to the $q$-Painlev\'e equation of type $A_7^{(1)'}$ as a Riemann-Hilbert problem on a circle. Then, we consider the Fredholm determinant built from the jump of this…

We prove that the isomonodromic tau function on a torus with Fuchsian singularities and generic monodromies in $GL(N,\mathbb{C})$ can be written in terms of a Fredholm determinant of Cauchy-Plemelj operators. We further show that the minor…

The paper deals with the distribution of eigenvalues of the compact fractal pseudodifferential operator $T^\mu_\tau$, \[ \big( T^\mu_\tau f\big)(x) = \int_{\mathbb{R}^n} e^{-ix\xi} \, \tau(x,\xi) \, \big( f\mu \big)^\vee (\xi) \, \mathrm{d}…

We consider integrals of tau functions of Zakharov-Shabat systems whose higher times are related to the eigenvalues of products of random matrices. Apart of random matrices there is the set of $n$ pairs of given matrices which play the role…

We introduce and study a natural non-commutative generalization of \(\mu\)-Hankel operators originally defined on Hardy spaces over compact abelian groups. Within the framework of Peter-Weyl theory, we define matrix-valued Hankel operators…

We briefly describe what tau-functions in integrable systems are. We then define a collection of tau-functions given as matrix elements for the action of $\widehat{GL_2}$ on two-component Fermionic Fock space. These tau-functions are…

We propose a definition for a Tau function and a spinor kernel (closely related to Baker-Akhiezer functions), where times parametrize slow (of order 1/N) deformations of an algebraic plane curve. This definition consists of a formal…

We introduce the symmetric (respectively, non-symmetric) $\tau_{-\ell}-$hypergeometric functions associated with a root system of type $BC$ as joint eigenfunctions of a commutative algebra of differential (respectively,…