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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…

Mathematical Physics · Physics 2009-01-19 T. Claeys , A. Its , I. Krasovsky

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…

Analysis of PDEs · Mathematics 2025-12-18 Gordon Blower , Simon J. Malham

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…

Spectral Theory · Mathematics 2024-09-25 Gordon Blower , Ian Doust

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…

Exactly Solvable and Integrable Systems · Physics 2022-03-08 Liming Ling , Bing-Ying Lu , Xiaoen Zhang

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…

Mathematical Physics · Physics 2023-07-13 Luming Yao , Lun Zhang

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 $L^2(-s, s)$…

Probability · Mathematics 2024-05-07 Dan Dai , Luming Yao , Yu Zhai

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…

Mathematical Physics · Physics 2007-05-23 Alexei Borodin , Percy Deift

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…

Analysis of PDEs · Mathematics 2016-12-28 M. Faierman

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)…

Mathematical Physics · Physics 2013-10-01 M. Adler , M. Cafasso , P. van Moerbeke

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…

Classical Analysis and ODEs · Mathematics 2022-10-03 Amílcar Branquinho , Ana Foulquié-Moreno , Assil Fradi , Manuel Mañas

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}.…

Mathematical Physics · Physics 2016-02-17 Thomas Bothner

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…

Mathematical Physics · Physics 2011-10-19 I. Krasovsky

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…

Exactly Solvable and Integrable Systems · Physics 2008-11-26 Andrei A. Kapaev

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…

Functional Analysis · Mathematics 2025-11-20 Soma Hirai , Ryoto Watanabe , Yuki Nishida , Masashi Iwasaki

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…

Numerical Analysis · Mathematics 2010-06-01 Folkmar Bornemann

This note gives an explicit description of conditional measures for the determinantal point process with the Bergman kernel.

Probability · Mathematics 2022-01-03 Alexander I. Bufetov

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…

Mathematical Physics · Physics 2026-01-21 Peter J. Forrester , Fei Wei

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…

solv-int · Physics 2007-05-23 M. Adler , T. Shiota , P. van Moerbeke

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…

Classical Analysis and ODEs · Mathematics 2019-01-23 Yajun Zhou

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…

Probability · Mathematics 2016-02-16 Victoria P. Knopova , Alexei M. Kulik
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