Related papers: Fredholm determinant representation of the Painlev…
We extend the approach to ${\tau}$-functions as Widom constants developed by Cafasso, Gavrylenko and Lisovyy to orthogonal loop group Drinfeld-Sokolov hierarchies and isomonodromic deformations systems. The combinatorial expansion of the…
We show that the Kontsevich integral on $n\times n$ matrices ($n< \infty$) is the isomonodromic tau function associated to a $2\times 2$ Riemann--Hilbert problem. The approach allows us to gain control of the analysis of the convergence 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…
Using the relation established by Johnson--Zumbrun between Hill's method of aproximating spectra of periodic-coefficient ordinary differential operators and a generalized periodic Evans function given by the $2$-modified characteristic…
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…
We prove a Fredholm determinant and short-distance series representation of the Painlev\'e V tau function $\tau(t)$ associated to generic monodromy data. Using a relation of $\tau(t)$ to two different types of irregular $c=1$ Virasoro…
The diagonal spin-spin correlations of the square lattice Ising model, originally expressed as Toeplitz determinants, are given by two distinct Fredholm determinants - one with an integral operator having an Appell function kernel and…
We discuss various issues associated with the calculation of the reduced functional determinant of a special second order differential operator $\boldmath${F}$ =-d^2/d\tau^2+\ddot g/g$, $\ddot g\equiv d^2g/d\tau^2$, with a generic function…
We revisit the computation of (2-modified) Fredholm determinants for operators with matrix-valued semi-separable integral kernels. The latter occur, for instance, in the form of Green's functions associated with closed ordinary differential…
Let $(-A,B,C)$ be a linear system in continuous time $t>0$ with input and output space ${\bf C}$ and state space $H$. The function $\phi_{(x)}(t)=Ce^{-(t+2x)A}B$ determines a Hankel integral operator $\Gamma_{\phi_{(x)}}$ on $L^2((0, \infty…
As Fredholm determinants are more and more frequent in the context of stochastic integrability, we unveil the existence of a common framework in many integrable systems where they appear. This consists in a quasi-universal hierarchy of…
In this paper we express tau functions for the Korteweg de Vries (KdV) equation, as Laplace transforms of iterated Skorohod integrals. Our main tool is the notion of Fredholm determinant of an integral operator. Our result extends the paper…
We calculate a correlation function of the Jordan-Wigner operator in a class of free-fermion models formulated on an infinite one-dimensional lattice. We represent this function in terms of the determinant of an integrable Fredholm…
We consider a wide class of determinants whose entries are moments of the so-called semiclassical functionals and we show that they are tau functions for an appropriate isomonodromic family which depends on the parameters of the symbols for…
The Fredholm determinants of a special class of integral operators K supported on the union of m curve segments in the complex plane are shown to be the tau-functions of an isomonodromic family of meromorphic covariant derivative operators…
By analogy to the continuous Painlev\'e II equation, we present particular solutions of the discrete Painlev\'e II (d-P$\rm_{II}$) equation. These solutions are of rational and special function (Airy) type. Our analysis is based on the…
We prove a formula expressing a general n by n Toeplitz determinant as a Fredholm determinant of an operator 1-K acting on l_2({n,n+1,...}), where the kernel K admits an integral representation in terms of the symbol of the original…
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 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,…
These lectures present a survey of recent developments in the area of random matrices (finite and infinite) and random permutations. These probabilistic problems suggest matrix integrals (or Fredholm determinants), which arise very…