Related papers: On $\beta=6$ Tracy-Widom distribution and the seco…
We study the Tracy-Widom distribution function for Dyson's $\beta$-ensemble with $\beta = 6$. The starting point of our analysis is the recent work of I. Rumanov where he produces a Lax-pair representation for the Bloemendal-Vir\'ag…
We determine completely the Tracy-Widom distribution for Dyson's \beta-ensemble with \beta=6. The problem of the Tracy-Widom distribution of \beta-ensemble for general \beta>0 has been reduced to find out a bounded solution of the…
In arXiv:1306.2117, we found explicit Lax pairs for the soft edge of beta ensembles with even integer values of $\beta$. Using this general result, the case $\beta=6$ is further considered here. This is the smallest even $\beta$, when the…
We study a Hamiltonian system without the Painlev\'e property and show that it admits a kind of regularisation on a bundle of rational surfaces with certain divisors removed, generalising Okamoto's spaces of initial conditions for the…
All Painlev\'e equations can be written as a time-dependent Hamiltonian system, and as such they admit a natural generalization to the case of several particles with an interaction of Calogero type (rational, trigonometric or elliptic).…
In a series of publications of the second author, including some with coauthors, globally strictly convex Tikhonov-like functionals were constructed for some nonlinear ill-posed problems. The main element of such a functional is the…
The Tracy-Widom distribution functions involve integrals of a Painlev\'e II function starting from positive infinity. In this paper, we express the Tracy-Widom distribution functions in terms of integrals starting from minus infinity. There…
We study the distribution of the largest eigenvalue in formal Hermitian one-matrix models at multicriticality, where the spectral density acquires an extra number of k-1 zeros at the edge. The distributions are directly expressed through…
In this note, we review the notion of Painlev\'e scheme of the sixth Painlev\'e equation from the viewpoint of accessible singular point and its local index in the Hirzebruch surface of degree two ${\Sigma_2}$. The key method is Painlev\'e…
We study Fredholm determinants of the Painlev\'e II and Painlev\'e XXXIV kernels. In certain critical unitary random matrix ensembles, these determinants describe special gap probabilities of eigenvalues. We obtain Tracy-Widom formulas for…
This paper studies the monic semi-classical Laguerre polynomials based on previous work by Boelen and Van Assche \cite{Boelen}, Filipuk et al. \cite{Filipuk} and Clarkson and Jordaan \cite{Clarkson}. Filipuk, Van Assche and Zhang proved…
We study the Tracy-Widom (TW) distribution $f_\beta(a)$ in the limit of large Dyson index $\beta \to +\infty$. This distribution describes the fluctuations of the rescaled largest eigenvalue $a_1$ of the Gaussian (alias Hermite) ensemble…
We study non-abelian systems of Painlev\'e type. To derive them, we introduce an auxiliary autonomous system with the frozen independent variable and postulate its integrability in the sense of the existence of a non-abelian first integral…
We develop a new method for constructing integrable Hamiltonian hierarchies of Lax type equations, which combines the fractional powers technique of Gelfand and Dickey, and the classical Hamiltonian reduction technique of Drinfeld and…
It is proved that the Painlev\'{e} VI equation $(PVI_{\al,\be,\ga,\de})$ for the special values of constants $(\al=\frac{\nu^2}{4},\be=-\frac{\nu^2}{4}, \ga=\frac{\nu^2}{4},\de=\f1{2}-\frac{\nu^2}{4})$ is a reduced hamiltonian system. Its…
The rational solutions of the Painlev\'e-II equation appear in several applications and are known to have many remarkable algebraic and analytic properties. They also have several different representations, useful in different ways for…
Beta-ensembles of random matrices are naturally considered as quantum integrable systems, in particular, due to their relation with conformal field theory, and more recently appeared connection with quantized Painlev\'e Hamiltonians. Here…
We consider the Cauchy problem for the classical Hirota equation on the line with decaying initial data. Based on the spectral analysis of the Lax pair of the Hirota equation, we first expressed the solution of the Cauchy problem in terms…
We recast the persistence probability for the spin located at the origin of a half-space arbitrarily $m$-magnetized Glauber-Ising chain as a Fredholm Pfaffian gap probability generating function with a sech-kernel. This is then spelled out…
We investigate the long-time asymptotic behavior of a class of solutions to the defocusing Manakov system under nonzero boundary conditions. These solutions are characterized by a $3 \times 3$ matrix Riemann Hilbert problem. We find that…