Related papers: Riemann-Hilbert approach to gap probabilities for …
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…
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…
Let $(-A,B,C)$ be a continuous time linear system with state space a separable complex Hilbert space $H$, where $-A$ generates a strongly continuous contraction semigroup $(e^{-tA})_{t\geq 0}$ on $H$, and $\phi (t)=Ce^{-tA}B$ is the impulse…
Under the Flaschka-Newell Lax pair, the Darboux transformation for the Painlev\'{e}-II equation is constructed by the limiting technique. With the aid of the Darboux transformation, the rational solutions are represented by the Gram…
The tacnode process is a universal determinantal point process arising from non-intersecting particle systems and tiling problems. It is the aim of this work to explore the integrable structure and large gap asymptotics for the gap…
In this paper, we investigate a determinantal point process on the interval $(-s,s)$, associated with the confluent hypergeometric kernel. Let $\mathcal{K}^{(\alpha,\beta)}_s$ denote the trace class integral operator acting on $L^2(-s, s)$…
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…
We consider a spectral problem over $\mathbb{R}^n$ for a Douglis-Nirenberg system of differential operators under limited smoothness assumptions and under the assumption of parameter-ellipticity in a closed sector $\mathcal{L}$ in the…
String equations related to 2D gravity seem to provide, quite naturally and systematically, integrable kernels, in the sense of Its-Izergin-Korepin and Slavnov. Some of these kernels (besides the "classical" examples of Airy and Pearcey)…
We consider matrix orthogonal polynomials related to Jacobi type matrices of weights that can be defined in terms of a given matrix Pearson equation. Stating a Riemann-Hilbert problem we can derive first and second order differential…
We present a method to derive asymptotics of eigenvalues for trace-class integral operators $K:L^2(J;d\lambda)\circlearrowleft$, acting on a single interval $J\subset\mathbb{R}$, which belong to the ring of integrable operators \cite{IIKS}.…
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…
For the bi-orthogonal polynomials with the third degree polynomial potential functions, the 3 x 3 matrix Riemann-Hilbert problem is explicitly constructed. The developed approach admits an extension to the bi-orthogonal polynomials with…
This paper investigates the eigenvalue problem of integral operators whose kernels can be expressed as a finite sum of pairwise products of single-variable functions, making them separable. By consdiering the matrix form of the separable…
Some significant quantities in mathematics and physics are most naturally expressed as the Fredholm determinant of an integral operator, most notably many of the distribution functions in random matrix theory. Though their numerical values…
This note gives an explicit description of conditional measures for the determinantal point process with the Bergman kernel.
In this note, we briefly introduce the background and motivation of the collaborative work [arXiv:2508.20797], and provide an outline of the main results. The latter relates to matrix and higher order scalar differential equations satisfied…
What is the connection of random matrices with integrable systems? Is this connection really useful? The answer to these questions leads to a new and unifying approach to the theory of random matrices. Introducing an appropriate time…
Using Hilbert transforms, we establish two families of sum rules involving Bessel moments, which are integrals associated with Feynman diagrams in two-dimensional quantum field theory. With these linear relations among Bessel moments, we…
In this paper we construct the fundamental solution to some integro-differential equation, as well as the intrinsic upper and lower estimates for this solution. As an application of constructed estimates we state a criterion when a given…