Related papers: Non-commutative Painleve' equations and Hermite-ty…
As Fredholm determinants are more and more frequent in the context of stochastic integrability, we unveil the existence of a common framework in many integrable systems where they appear. This consists in a quasi-universal hierarchy of…
We introduce a collection of nonlinear integrable partial differential-difference equations that are satisfied by the one-point distribution functions of some classical integrable KPZ models. Moreover, these equations can be regarded as…
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…
Building upon the recent works of Bertola; Fasondini, Olver and Xu, we define a class of orthogonal polynomials on elliptic curves and establish a corresponding Riemann-Hilbert framework. We then focus on the special case, defined by a…
We construct 2x2-matrix linear problems with a spectral parameter for the Painleve equations I-V by means of the degeneration processes from the elliptic linear problem for the Painleve VI equation. These processes supplement the known…
One object of interest in random matrix theory is a family of point ensembles (random point configurations) related to various systems of classical orthogonal polynomials. The paper deals with a one--parametric deformation of these…
Multi-component generalizations of derivative nonlinear Schrodinger (DNLS) type of equations having quadratic bundle Lax pairs related to Z_2-graded Lie algebras and A.III symmetric spaces are studied. The Jost solutions and the minimal set…
The rational solutions of the Painlev\'e-II equation appear in several applications and are known to have many remarkable algebraic and analytic properties. They also have several different representations, useful in different ways for…
This article is firstly a historic review of the theory of Riemann-Hilbert problems with particular emphasis placed on their original appearance in the context of Hilbert's 21st problem and Plemelj's work associated with it. The secondary…
We study the underlying relationship between Painleve equations and infinite-dimensional integrable systems, such as the KP and UC hierarchies. We show that a certain reduction of these hierarchies by requiring homogeneity and periodicity…
We provide new insights into the solvability property of an Hamiltonian involving of the fourth Painlev\'e transcendent and its derivatives. This Hamiltonian is third order shape invariant and can also be interpreted within the context of…
Rational solutions of the Painleve IV equation are constructed in the setting of pseudo-differential Lax formalism describing AKNS hierarchy subject to the additional non-isospectral Virasoro symmetry constraint. Convenient Wronskian…
We study the Fredholm determinant of an integral operator associated to the hard edge Pearcey kernel. This determinant appears in a variety of random matrix and non-intersecting paths models. By relating the logarithmic derivatives of the…
We study Fredholm determinants related to a family of kernels which describe the edge eigenvalue behavior in unitary random matrix models with critical edge points. The kernels are natural higher order analogues of the Airy kernel and are…
We apply various conventional tests of integrability to the supersymmetric nonlinear Schr\"odinger equation. We find that a matrix Lax pair exists and that the system has the Painlev\'e property only for a particular choice of the free…
We describe a new universality class for unitary invariant random matrix ensembles. It arises in the double scaling limit of ensembles of random $n \times n$ Hermitian matrices $Z_{n,N}^{-1} |\det M|^{2\alpha} e^{-N \Tr V(M)} dM$ with…
The Painlev\'{e} equations arise from the study of Hankel determinants generated by moment matrices, whose weights are expressed as the product of ``classical" weights multiplied by suitable ``deformation factors", usually dependent on a…
The q-Hermite I-Sobolev type polynomials of higher order are consider for their study. Their hypergeometric representation is provided together with further useful properties such as several structure relations which give rise to a…
Using an appropriate change of variable, the Schr\"odinger equation is transformed into a second-order differential equation satisfied by recently discovered Jacobi type $X_m$ exceptional orthogonal polynomials. This facilitates the…
A new four-component nonlinear Schr\"{o}dinger equation is first proposed in this work and studied by Riemann-Hilbert approach. Firstly, we derive a Lax pair associated with a $5\times5$ matrix spectral problem for the four-component…