Related papers: Riemann-Hilbert approach to gap probabilities for …
Starting from a $d\times d$ rational Lax pair system of the form $\hbar \partial_x \Psi= L\Psi$ and $\hbar \partial_t \Psi=R\Psi$ we prove that, under certain assumptions (genus $0$ spectral curve and additional conditions on $R$ and $L$),…
We review the authors' recent work \cite{BDIK1,BDIK2,BDIK3} where we obtain the uniform large $s$ asymptotics for the Fredholm determinant $D(s,\gamma):=\det(I-\gamma K_s\upharpoonright_{L^2(-1,1)})$, $0\leq\gamma\leq 1$. The operator $K_s$…
In this paper, we take the first step towards an extension of the nonlinear steepest descent method of Deift, Its and Zhou to the case of operator Riemann-Hilbert problems. In particular, we provide long range asymptotics for a Fredholm…
In this paper the Riemann-Hilbert problem, with jump supported on a appropriate curve on the complex plane with a finite endpoint at the origin, is used for the study of corresponding matrix biorthogonal polynomials associated with Laguerre…
The Bessel point process is a rigid point process on the positive real line and its conditional measure on a bounded interval $[0,R]$ is almost surely an orthogonal polynomial ensemble. In this article, we show that if $R$ tends to…
We consider Fredholm determinants of the form identity minus product of spectral projections corresponding to isolated parts of the spectrum of a pair of self-adjoint operators. We show an identity relating such determinants to an integral…
We consider determinantal point processes on a compact complex manifold X in the limit of many particles. The correlation kernels of the processes are the Bergman kernels associated to a a high power of a given Hermitian holomorphic line…
We analyze multidimensional Markovian integral equations that are formulated with a time-inhomogeneous progressive Markov process that has Borel measurable transition probabilities. In the case of a path-dependent diffusion process, the…
The gap probabilities at the hard and soft edges of scaled random matrix ensembles with orthogonal symmetry are known in terms of $\tau$-functions. Extending recent work relating to the soft edge, it is shown that these $\tau$-functions,…
When the number of particles is finite, the noncolliding Brownian motion (the Dyson model) and the noncolliding squared Bessel process are determinantal diffusion processes for any deterministic initial configuration $\xi=\sum_{j \in…
We show that a version of dimensional interpolation for the Riemann--Roch--Hirzebruch formalism in the case of a grassmannian leads to an expression for the Euler characteristic of line bundles in terms of a Selberg integral. We propose a…
We prove that general correlation functions of both ratios and products of characteristic polynomials of Hermitian random matrices are governed by integrable kernels of three different types: a) those constructed from orthogonal…
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…
We consider concentric circular defects in the two-dimensional Ising model, which are distributed according to a generalized Fredholm sequence, i. e. at exponentially increasing radii. This type of aperiodicity does not change the bulk…
We consider the totally asymmetric exclusion process on a ring in discrete time with the backward-ordered sequential update and particle-dependent hopping probabilities. Using a combinatorial treatment of the Bethe ansatz, we derive the…
We study a model of $n$ non-intersecting squared Bessel processes in the confluent case: all paths start at time $t = 0$ at the same positive value $x = a$, remain positive, and are conditioned to end at time $t = T$ at $x = 0$. In the…
We compute the multiplicative constant in the large gap asymptotics of the Meijer-G point process. This point process generalizes the Bessel point process and appears at the hard edge of Cauchy--Laguerre multi-matrix models and of certain…
We show that every multiparameter Gaussian process with integrable variance function admits a Wiener integral representation of Fredholm type with respect to the Brownian sheet. The Fredholm kernel in the representation can be constructed…
The paper deals with numerical solution of the Fredholm integral equation associated with the classical problem of extrapolating bandlimited functions known on $(-1,1)$ to the entire real line. The approach presented can be characterized as…
It is shown how the bilinear differential equations satisfied by Fredholm determinants of integral operators appearing as spectral distribution functions for random matrices may be deduced from the associated systems of nonautonomous…