Related papers: Fredholm determinant solutions of the Painlev\'e I…
We obtain an identity between Fredholm determinants of two kinds of operators, one acting on functions on the unit circle and the other acting on functions on a subset of the integers. This identity is a generalization of an identity…
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 probability that an interval $I$ is free of eigenvalues in a matrix ensemble with unitary symmetry is given by a Fredholm determinant. When the weight function in the matrix ensemble is a classical weight function, and the interval $I$…
Scaling level-spacing distribution functions in the ``bulk of the spectrum'' in random matrix models of $N\times N$ hermitian matrices and then going to the limit $N\to\infty$, leads to the Fredholm determinant of the sine kernel…
The Evans function is a well known tool for locating spectra of differential operators in one spatial dimension. In this paper we construct a multidimensional analogue as the modified Fredholm determinant of a ratio of Dirichlet-to-Robin…
For operators belonging either to a class of global bisingular pseudodifferential operators on $R^m \times R^n$ or to a class of bisingular pseudodifferential operators on a product $M \times N$ of two closed smooth manifolds, we show the…
We provide a thorough construction of a system of compatible determinant line bundles over spaces of Fredholm operators, fully verify that this system satisfies a number of important properties, and include explicit formulas for all…
The density function for the joint distribution of the first and second eigenvalues at the soft edge of unitary ensembles is found in terms of a Painlev\'e II transcendent and its associated isomonodromic system. As a corollary, the density…
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 a 1977 paper of McCoy, Tracy and Wu there appeared for the first time the solution of a Painlev\'e equation in terms of Fredholm determinants of integral operators. This equation is $\psi''(t)+t^{-1}\psi'(t)=(1/2) \sinh 2\psi+2\alpha…
We consider Dirichlet-to-Neumann maps associated with (not necessarily self-adjoint) Schrodinger operators describing nonlocal interactions in $L^2(\Omega; d^n x)$, $n\geq 2$, where $\Omega$ is an open set with a compact, nonempty boundary…
The logarithmic derivative of a point process plays a key role in the general approach, due to the third author, to constructing diffusions preserving a given point process. In this paper we explicitly compute the logarithmic derivative for…
The probability for the exclusion of eigenvalues from an interval $(-x,x)$ symmetrical about the origin for a scaled ensemble of Hermitian random matrices, where the Fredholm kernel is a type of Bessel kernel with parameter $ a $ (a…
We study the point spectrum of a second order difference operator with complex potential on the half-line via Fredholm determinants of the corresponding Birman-Schwinger operator pencils, the Evans and the Jost functions. An application is…
We reformulate the $q$-difference linear system corresponding to the $q$-Painlev\'e equation of type $A_7^{(1)'}$ as a Riemann-Hilbert problem on a circle. Then, we consider the Fredholm determinant built from the jump of this…
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…
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}.…
As well as arising naturally in the study of non-intersecting random paths, random spanning trees, and eigenvalues of random matrices, determinantal point processes (sometimes also called fermionic point processes) are relatively easy to…
Determinantal point processes (DPPs) are point process models that naturally encode diversity between the points of a given realization, through a positive definite kernel $K$. DPPs possess desirable properties, such as exact sampling or…
An explicit Fredholm determinant formula is derived for the multipoint distribution of the height function of the totally asymmetric simple exclusion process (TASEP) with arbitrary right-finite initial condition. The method is by solving…