Related papers: Painlev\'e I double scaling limit in the cubic ran…

In this paper, we study the isomonodromy deformation equations for the $n\times n$ system of first order meromorphic linear ordinary differential equations with two second order poles. We analyze the asymptotic behaviour of the solutions at…

We study an asymptotic behavior of solutions to elliptic equations of the second order in a two dimensional exterior domain. Under the assumption that the solution belongs to $L^q$ with $q \in [2,\infty)$, we prove a pointwise asymptotic…

The nonlinear steepest descent method for rank-two systems relies on the notion of g-function. The applicability of the method ranges from orthogonal polynomials (and generalizations) to Painleve transcendents, and integrable wave equations…

We study a sequence of polynomials orthogonal with respect to a one parameter family of weights $$ w(x):=w(x,t)=\rex^{-t/x}\:x^{\al}(1-x)^{\bt},\quad t\geq 0, $$ defined for $x\in[0,1].$ If $t=0,$ this reduces to a shifted Jacobi weight.…

We derive an asymptotic expansion for a Wiener-Hopf determinant arising in the problem of counting one-dimensional free fermions on a line segment at zero temperature. This expansion is an extension of the result in the theory of Toeplitz…

Using the Riemann-Hilbert approach, the $\Psi$-function corresponding to the solution of the first Painleve equation, $y_{xx}=6y^2+x$, with the asymptotic behavior $y\sim\pm\sqrt{-x/6}$ as $|x|\to\infty$ is constructed. The exponentially…

For a general solution of the third Painlev\'e equation of complete type we show the Boutroux ansatz near the point at infinity. It admits an asymptotic representation in terms of the Jacobi sn-function in cheese-like strips along generic…

We obtain Fisher-Hartwig asymptotics with root and jump type singularities in space-time under the law of the stationary Hermitian Ornstein-Uhlenbeck process, which serve as a dynamical generalization of earlier static results obtained by…

In this paper, we analyze the asymptotic behaviour of the poles of certain rational solutions of the fifth Painlev\'e equation. These solutions are constructed by relating the corresponding tau function to a Hankel determinant of a certain…

Unstable separatrix solutions for the first and second Painlev\'e transcendents are studied both numerically and analytically. For a fixed initial condition, say $y(0)=0$, there is a discrete set of initial slopes $y'(0)=b_n$ that give rise…

Cohen, Guyon, Perrin and Pontier have given assumptions under which the second-order quadratic variations of a Gaussian process converge almost surely to a deterministic limit. In this paper we present two new convergence results about…

We consider various asymptotic scaling limits $N\to\infty$ for the $2N$ complex eigenvalues of non-Hermitian random matrices in the symmetry class of the symplectic Ginibre ensemble. These are known to be integrable, forming Pfaffian point…

We show that the hierarchical model at finite volume has a symmetry group which can be decomposed into rotations and translations as the familiar Poincar\'e groups. Using these symmetries, we show that the intricate sums appearing in the…

We prove a semiclassical asymptotic formula for the two elements $\mathcal M$ and $\mathcal Q$ lying at the bottom of the recently constructed non-polynomial hyperbolic $q$-Askey scheme. We also prove that the corresponding exponent is a…

The purpose of this article is to study the eigenvalues $u_1^{\, t}=e^{it\theta_1},\dots,u_N^{\,t}=e^{it\theta_N}$ of $U^t$ where $U$ is a large $N\times N$ random unitary matrix and $t>0$. In particular we are interested in the typical…

We obtain asymptotic formulas for the partition function of the six-vertex model with domain wall boundary conditions and half-turn symmetry in each of the phase regions. The proof is based on the Izergin--Korepin--Kuperberg determinantal…

We continue the study of the Hermitian random matrix ensemble with external source $\frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM$ where $A$ has two distinct eigenvalues $\pm a$ of equal multiplicity. This model exhibits a phase transition for…

In this paper we are concerned with quasi-periodic forced one dimensional maps. We consider a two parametric family of quasi-periodically forced maps such that the one dimensional map (before forcing) is unimodal and it has a full cascade…

We study the small dispersion limit for the Korteweg-de Vries (KdV) equation $u_t+6uu_x+\epsilon^{2}u_{xxx}=0$ in a critical scaling regime where $x$ approaches the trailing edge of the region where the KdV solution shows oscillatory…

A popular Bayesian nonparametric approach to survival analysis consists in modeling hazard rates as kernel mixtures driven by a completely random measure. In this paper we derive asymptotic results for linear and quadratic functionals of…