Related papers: Non-commutative Painleve' equations and Hermite-ty…
It is shown how classes of Fredholm Pfaffians can be computed in terms of canonical, auxiliary Riemann-Hilbert problems as soon as the main kernel in the Pfaffian is either of additive Hankel composition or of truncated Wiener-Hopf type.…
We study the one-parameter family of Fredholm determinants $\det(I-\rho^2\mathcal{K}_{n,x})$, $\rho\in\mathbb{R}$, where $\mathcal{K}_{n,x}$ stands for the integral operator acting on $L^2(x,+\infty)$ with the higher order Airy kernel. This…
Motivated by the Novikov equation and its peakon problem, we propose a new mixed type Hermite--Pad\'{e} approximation whose unique solution is a sequence of polynomials constructed with the help of Pfaffians. These polynomials belong to the…
We present a novel integrable non-autonomous partial differential equation of the Schwarzian type, i.e. invariant under M\"obius transformations, that is related to the Korteweg-de Vries hierarchy. In fact, this PDE can be considered as the…
In this paper, we study Hankel determinants generated from a perturbed Laguerre weight function, Under the double scaling scheme, we give the uniform asymptotic approximations of Hankel determinants in terms of a solution of a third-order…
It is well known that isomonodromic deformations admit a Hamiltonian description. These Hamiltonians appear as coefficients of the characteristic equations of their Lax matrices, which define spectral curves for linear systems of…
A starting point of this paper is a classification of quadratic polynomial transformations of the monodromy manifold for the 2x2 isomonodromic Fuchsian systems associated to the Painleve VI equation. Up to birational automorphisms of the…
We apply the Painleve test for integrability of partial differential equations to a system of two coupled Burgers-type equations found by Foursov, which was recently shown by Sergyeyev to possess infinitely many commuting local generalized…
In a previous paper we studied the double scaling limit of unitary random matrix ensembles of the form Z_{n,N}^{-1} |\det M|^{2\alpha} e^{-N \Tr V(M)} dM with \alpha > -1/2. The factor |\det M|^{2\alpha} induces critical eigenvalue behavior…
We study an equivalence class of iterated rational Darboux transformations applied on the harmonic oscillator, showing that many choices of state adding and state deleting transformations lead to the same transformed potential. As a…
It is well established that the spectral analysis of canonically quantized four-dimensional Seiberg-Witten curves can be systematically studied via the Nekrasov-Shatashvili functions. In this paper, we explore another aspect of the relation…
We prove a non-commutative version of the Hilbert's 17th problem, giving a characterization of the class of non-commutative polynomials in n-undeterminates that have positive trace when evaluated in n-selfadjoint elements in arbitrary II1…
New partial differential equations for the Wiener-Hermite expansions of the Langevin (stochastic) transitions are formulated. They are solved recursively in full order series solutions with respect to $\sqrt{t}$. A sort of 'gauge' degrees…
Let $(-A,B,C)$ be a linear system in continuous time $t>0$ with input and output space ${\mathbb C}$ and state space $H$. The scattering (or impulse response) functions $\phi_{(x)}(t)=Ce^{-(t+2x)A}B$ determines a Hankel integral operator…
The purpose of this article is to develop a theory behind the occurrence of "path-integral" kernels in the study of extended determinantal point processes and non-intersecting line ensembles. Our first result shows how determinants…
The one-dimensional harmonic oscillator wave functions are solutions to a Sturm-Liouville problem posed on the whole real line. This problem generates the Hermite polynomials. However, no other set of orthogonal polynomials can be obtained…
This is the third article in our series of articles exploring connections between dynamical systems of St\"ackel-type and of Painlev\'e-type. In this article we present a method of deforming of minimally quantized quasi-St\"ackel…
We elaborate a systematic way to obtain higher order contributions in the nonlinear steepest descent method for Riemann-Hilbert problem associated with homogeneous Painleve II equation. The problem is reformulated as a matrix factorization…
In this paper we exhibit and study a novel class of exceptional Krall orthogonal polynomials of Hermite type. This means that the polynomials in question are (i) orthogonal with respect to a Hermite-type weight; (ii) are the eigenfunctions…
Iterated Geronimus transformations generate Sobolev-type orthogonal polynomials from classical families. We establish a direct equivalence between a Sobolev inner product involving point evaluation and the first derivative at a point a…