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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…

Numerical Analysis · Mathematics 2025-07-31 Erika Gallo , John Zweck , Yuri Latushkin

We consider the determinantal point process with the confluent hypergeometric kernel. This process is a universal point process in random matrix theory and describes the distribution of eigenvalues of large random Hermitian matrices near…

Mathematical Physics · Physics 2024-02-20 Shuai-Xia Xu , Shu-Quan Zhao , Yu-Qiu Zhao

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…

Spectral Theory · Mathematics 2024-09-25 Gordon Blower , Ian Doust

We study Fredholm determinants of a class of integral operators, whose kernels can be expressed as double contour integrals of a special type. Such Fredholm determinants appear in various random matrix and statistical physics models. We…

Mathematical Physics · Physics 2020-10-29 Mattia Cafasso , Tom Claeys , Manuela Girotti

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…

Classical Analysis and ODEs · Mathematics 2011-05-24 N. S. Witte , P. J. Forrester

We characterize Fredholm determinants of a class of Hankel composition operators via matrix-valued Riemann-Hilbert problems, for additive and multiplicative compositions. The scalar-valued kernels of the underlying integral operators are…

Mathematical Physics · Physics 2023-09-14 Thomas Bothner

A new highly accurate numerical approximation scheme based on a Gauss type Clenshaw-Curtis Quadrature for Fredholm integral equations of the second kind, whose kernel is either discontinuous or not smooth along the main diagonal, is…

Numerical Analysis · Mathematics 2025-10-20 Sheon-Young Kang , Israel Koltracht , George Rawitscher

The Fredholm integral equations of the first kind is a typical ill-posed problem, so that it is usually difficult to obtain its analytical minimal-norm solution. This paper gives a closed-form minimal-norm solution for the degenerate kernel…

Numerical Analysis · Mathematics 2024-06-12 Renjun Qiu , Ming Xu , Wei Qu

We derive the large distance asymptotics of the Fredholm determinant of the so-called generalised sine kernel at the critical point. This kernel corresponds to a generalisation of the pure sine kernel arising in the theory of random…

Mathematical Physics · Physics 2019-05-14 R. Gharakhloo , A. R. Its , K. K. Kozlowski

The paper deals with numerical solution of the Fredholm integral equation associated with the classical problem of extrapolating bandlimited functions known on $(-1,1)$ to the entire real line. The approach presented can be characterized as…

Numerical Analysis · Mathematics 2020-05-21 Vishal Vaibhav

We prove a formula expressing a general n by n Toeplitz determinant as a Fredholm determinant of an operator 1-K acting on l_2({n,n+1,...}), where the kernel K admits an integral representation in terms of the symbol of the original…

Classical Analysis and ODEs · Mathematics 2007-05-23 Alexei Borodin , Andrei Okounkov

Orthogonal polynomial random matrix models of NxN hermitian matrices lead to Fredholm determinants of integral operators with kernel of the form (phi(x) psi(y) - psi(x) phi(y))/x-y. This paper is concerned with the Fredholm determinants of…

High Energy Physics - Theory · Physics 2009-07-11 Craig A. Tracy , Harold Widom

We study mapping properties of operators with kernels defined via a combination of continuous and discrete orthogonal polynomials, which provide an abstract formulation of quantum (q-) Fourier type systems. We prove Ismail conjecture…

Classical Analysis and ODEs · Mathematics 2007-05-23 Luis Daniel Abreu

We study the one parameter family of Fredholm determinants $\det(I-\gamma K_{\textnormal{csin}}),\gamma\in\mathbb{R}$ of an integrable Fredholm operator $K_{\textnormal{csin}}$ acting on the interval $(-s,s)$ whose kernel is a cubic…

Exactly Solvable and Integrable Systems · Physics 2013-03-11 Thomas Bothner , Alexander Its

We consider homoclinic solutions for Hamiltonian systems in symplectic Hilbert spaces and generalise spectral flow formulas that were proved by Pejsachowicz and the author in finite dimensions some years ago. Roughly speaking, our main…

Dynamical Systems · Mathematics 2018-08-07 Nils Waterstraat

In recent developments, a general approach for solving Riemann--Hilbert problems numerically has been developed. We review this numerical framework, and apply it to the calculation of orthogonal polynomials on the real line. Combining this…

Mathematical Physics · Physics 2012-10-09 Sheehan Olver , Thomas Trogdon

We provide a thorough construction of a system of compatible determinant line bundles over spaces of Fredholm operators, fully verify that this system satisfies a number of important properties, and include explicit formulas for all…

Differential Geometry · Mathematics 2022-05-31 Aleksey Zinger

In this paper, we approximate to continuous bi-Carleman kernels vanishing at infinity by sequences of their subkernels of Hilbert-Schmidt type and try to construct the resolvent kernels for these kernels as limits of sequences of the…

Functional Analysis · Mathematics 2018-12-04 Igor M. Novitskii

The theory of linear Fredholm integral-functional equations of the second kind with linear functionals and with a parameter is considered. The necessary and sufficient conditions are obtained for the coefficients of the equation and those…

Mathematical Physics · Physics 2023-03-30 L. R. Dreglea Sidorov , N. Sidorov , D. Sidorov

This paper investigates the eigenvalue problem of integral operators whose kernels can be expressed as a finite sum of pairwise products of single-variable functions, making them separable. By consdiering the matrix form of the separable…

Functional Analysis · Mathematics 2025-11-20 Soma Hirai , Ryoto Watanabe , Yuki Nishida , Masashi Iwasaki
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