Related papers: Non-commutative Painleve' equations and Hermite-ty…
We present four classes of nonlinear systems which may be considered discrete analogues of the Garnier system. These systems arise as discrete isomonodromic deformations of systems of linear difference equations in which the associated Lax…
We start with a Riemann-Hilbert Problems (RHP) with canonical normalization whose sewing functions depends on two or more additional variables. Using Zakharov-Shabat theorem we are able to construct a family of ordinary differential…
We establish a new perturbation theory for orthogonal polynomials using a Riemann--Hilbert approach and consider applications in numerical linear algebra and random matrix theory. This new approach shows that the orthogonal polynomials with…
In these notes, the Christoffel-Darboux polynomial kernel is extended to infinite-dimensional Hilbert spaces, following as closely as possible its original finite-dimensional treatment.
The goal of this article is to prove that the determinantal formulas of the Painlev'e 2 system identify with the correlation functions computed from the topological recursion on their spectral curve for an arbitrary non-zero monodromy…
In this survey, we review asymptotic results of some orthogonal polynomials which are relate to the Painlev\'e transcendents. They are obtained by applying Deift-Zhou's nonlinear steepest descent method for Riemann-Hilbert problems. In the…
A relationship between Painleve systems and infinite-dimensional integrable hierarchies is studied. We derive a class of higher order Painleve systems from Drinfeld-Sokolov (DS) hierarchies of type A by similarity reductions. This result…
The non-holonomic deformations of non-local integrable systems belonging to the Nonlinear Schrodinger family are studied using the Bi-Hamiltonian formalism as well as the Lax pair method. The non-local equations are first obtained by…
In this paper we use a set of partial differential equations to prove an expansion theorem for multiple complex Hermite polynomials. This expansion theorem allows us to develop a systematic and completely new approach to the complex Hermite…
For the unitary ensembles of $N\times N$ Hermitian matrices associated with a weight function $w$ there is a kernel, expressible in terms of the polynomials orthogonal with respect to the weight function, which plays an important role. For…
We consider the dynamical correlation functions of the quantum Nonlinear Schrodinger equation. In a previous paper we found that the dynamical correlation functions can be described by the vacuum expectation value of an operator-valued…
The statistical distribution of eigenvalues of pairs of coupled random matrices can be expressed in terms of integral kernels having a generalized Christoffel--Darboux form constructed from sequences of biorthogonal polynomials. For…
Exact solvability is claimed for nonlinear replica sigma models derived in the context of random matrix theories. Contrary to other approaches reported in the literature, the framework outlined does not rely on traditional "replica symmetry…
We derive the integrability conditions of nonautonomous nonlinear Schr$\rm\ddot o$dinger equations using the Lax Pair and Similarity Transformation methods. We present a comparative analysis of these integrability conditions with those of…
By using Schur transformed sequences and Dyukarev-Stieltjes parameters we obtain a new representation of the resolvent matrix corresponding to the truncated matricial Stieltjes moment problem. Explicit relations between orthogonal matrix…
We study the chiral two-matrix model with polynomial potential functions $V$ and $W$, which was introduced by Akemann, Damgaard, Osborn and Splittorff. We show that the squared singular values of each of the individual matrices in this…
In a 1977 paper of McCoy, Tracy and Wu there appeared for the first time the solution of a Painlev\'e equation in terms of Fredholm determinants of integral operators. This equation is $\psi''(t)+t^{-1}\psi'(t)=(1/2) \sinh 2\psi+2\alpha…
A Riemann-Hilbert problem for a $q$-difference Painlev\'e equation, known as $q\textrm{P}_{\textrm{IV}}$, is shown to be solvable. This yields a bijective correspondence between the transcendental solutions of $q\textrm{P}_{\textrm{IV}}$…
In the current paper we study auto-B\"acklund transformations of the non-stationary second Painlev\'e hierarchy $\text{P}_\text{II}^{(n)}$ depending on $n$ parameters: a parameter $\alpha_n$ and times $t_1, \dots, t_{n-1}$. Using generators…
We study the normal matrix model, also known as the two-dimensional one-component plasma at a specific temperature, with merging singularity. As the number $n$ of particles tends to infinity we obtain the limiting local correlation kernel…