Related papers: Non-commutative Painleve' equations and Hermite-ty…
We study polynomials that are orthogonal with respect to the modified Laguerre weight $z^{-n + \nu} e^{-Nz} (z-1)^{2b}$ in the limit where $n, N \to \infty$ with $N/n \to 1$ and $\nu$ is a fixed number in $\mathbb{R} \setminus…
We study the asymptotic behaviour of orthogonal polynomials in the complex plane that are associated to a certain normal matrix model. The model depends on a parameter and the asymptotic distribution of the eigenvalues undergoes a…
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…
In this paper the Riemann-Hilbert problem, with jump supported on a appropriate curve on the complex plane with a finite endpoint at the origin, is used for the study of corresponding matrix biorthogonal polynomials associated with Laguerre…
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 study the Hankel determinant generated by a deformed Hermite weight with one jump $w(z,t,\gamma)=e^{-z^2+tz}|z-t|^{\gamma}(A+B\theta(z-t))$, where $A\geq 0$, $A+B\geq 0$, $t\in\textbf{R}$, $\gamma>-1$ and $z\in\textbf{R}$. By using the…
Our work studies sequences of orthogonal polynomials $ \{P_{n}(x)\}_{n=0}^{\infty} $ of the Laguerre-Hahn class, whose Stieltjes functions satisfy a Riccati type differential equation with polynomial coefficients, are subject to a…
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…
We consider the gap probability for the Generalized Bessel process in the single-time and multi-time case. We prove that the scalar and matrix Fredholm determinants of such process can be expressed in terms of determinants of…
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…
We derive differential equations for multiplicative statistics of the Bessel determinantal point process depending on two parameters. In particular, we prove that such statistics are solutions to an integrable nonlinear partial differential…
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…
This is the second article in a suite of articles investigating relations between St\"{a}ckel-type systems and Painlev\'{e}-type systems. In this article we construct isomonodromic Lax representations for Painlev\'{e}-type systems found in…
The purpose of this communication is to point out the connection between a 1D quantum Hamiltonian involving the fourth Painleve transcendent P$_{\rm IV}$, obtained in the context of second-order supersymmetric quantum mechanics and…
In this paper, we obtain the ladder operators and associated compatibility conditions for the type I and the type II multiple orthogonal polynomials. These ladder equations extend known results for orthogonal polynomials and can be used to…
The Painleve-IV equation has three families of rational solutions generated by the generalized Hermite polynomials. Each family is indexed by two positive integers m and n. These functions have applications to nonlinear wave equations,…
Fredholm determinants associated to deformations of the Airy kernel are closely connected to the solution to the Kardar-Parisi-Zhang (KPZ) equation with narrow wedge initial data, and they also appear as largest particle distribution in…
We study a family of Fredholm determinants associated to deformations of the sine kernel, parametrized by a weight function w. For a specific choice of w, this kernel describes bulk statistics of finite temperature free fermions. We…
We characterize the biorthogonal polynomials that appear in the theory of coupled random matrices via a Riemann-Hilbert problem. Our Riemann-Hilbert problem is different from the ones that were proposed recently by Ercolani and McLaughlin,…
Matrix Szego biorthogonal polynomials for quasi-definite matrices of measures are studied. For matrices of Holder weights a Riemann-Hilbert problem is uniquely solved in terms of the matrix Szego polynomials and its Cauchy transforms. The…