Related papers: Non-commutative Painleve' equations and Hermite-ty…
We study a sequence of polynomials orthogonal with respect to a one parameter family of weights $$ w(x):=w(x,t)=\rex^{-t/x}\:x^{\al}(1-x)^{\bt},\quad t\geq 0, $$ defined for $x\in[0,1].$ If $t=0,$ this reduces to a shifted Jacobi weight.…
We consider a non-Hermitian matrix orthogonality on a contour in the complex plane. Given a diagonalizable and rational matrix valued weight, we show that the Christoffel--Darboux (CD) kernel, which is built in terms of matrix orthogonal…
The Fredholm determinants of a special class of integral operators K supported on the union of m curve segments in the complex plane are shown to be the tau-functions of an isomonodromic family of meromorphic covariant derivative operators…
The paper investigates the properties of certain biorthogonal polynomials appearing in a specific simultaneous Hermite-Pade' approximation scheme. Associated to any totally positive kernel and a pair of positive measures on the positive…
We review the asymptotic behavior of a class of Toeplitz (as well as related Hankel and Toeplitz + Hankel) determinants which arise in integrable models and other contexts. We discuss Szego, Fisher-Hartwig asymptotics, and how a transition…
The authors show that a wide class of Fredholm determinants arising in the representation theory of "big" groups such as the infinite-dimensional unitary group, solve Painleve equations. Their methods are based on the theory of integrable…
In this paper matrix orthogonal polynomials in the real line are described in terms of a Riemann--Hilbert problem. This approach provides an easy derivation of discrete equations for the corresponding matrix recursion coefficients. The…
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…
Motivated by the connection between the eigenvalues of the complex Ginibre matrix model and the magnetic Laplacian in the complex plane, we derive analogues of the complex Hermite polynomials for the elliptic Ginibre model. To this end, we…
We show that the fourth order nonlinear ODE which controls the pole dynamics in the general solution of equation $P_I^2$ compatible with the KdV equation exhibits two remarkable properties: 1) it governs the isomonodromy deformations of a…
We consider a family of random normal matrix models whose eigenvalues tend to occupy lemniscate type droplets as the size of the matrix increases. Under the insertion of a point charge, we derive the scaling limit at the singular boundary…
We study a one-parameter family of probability measures on lozenge tilings of large regular hexagons that interpolates between the uniform measure on all possible tilings and a particular fully frozen tiling. The description of the…
We study a Fredholm determinant of the hypergeometric kernel arising in the representation theory of the infinite-dimensional unitary group. It is shown that this determinant coincides with the Palmer-Beatty-Tracy tau function of a Dirac…
In this letter we will use higher-order supersymmetric quantum mechanics to obtain several families of complex solutions of the Painleve IV equation with real parameters. We shall also study the algebraic structure, the eigenfunctions and…
Non-Hermitian random matrices with symplectic symmetry provide examples for Pfaffian point processes in the complex plane. These point processes are characterised by a matrix valued kernel of skew-orthogonal polynomials. We develop their…
The Christoffel-Darboux kernels for orthogonal polynomials in several real variables are investigated within the context of the three term recurrence relation reformulated for this purpose. Examples of orthogonal polynomials on the unit…
The Painlev\'e--Kovalevskaya test is applied to find three matrix versions of the Painlev\'e II equation. All these equations are interpreted as group-invariant reductions of integrable matrix evolution equations, which makes it possible to…
Using a non-commutative analogue of the isomonodromic problem associated with the discrete first Painlev\'e hierarchy, we construct a non-commutative version of this hierarchy, denoted by $\text{d-PI}_m^{\text{nc}}$. We show that both…
We develop an underlying relationship between the theory of rational approximations and that of isomonodromic deformations. We show that a certain duality in Hermite's two approximation problems for functions leads to the Schlesinger…
All Painlev\'e equations can be written as a time-dependent Hamiltonian system, and as such they admit a natural generalization to the case of several particles with an interaction of Calogero type (rational, trigonometric or elliptic).…