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We consider the gap probability for the Pearcey and Airy processes; we set up a Riemann--Hilbert approach (different from the standard one) whereby the asymptotic analysis for large gap/large time of the Pearcey process is shown to…
In this paper, we consider Cauchy problem for the modified Korteweg-de Vries hierarchy on the real line with decaying initial data. Using the Riemann--Hilbert formulation and nonlinear steepest descent method, we derive a uniform asymptotic…
Let $\alpha_m$ and $\beta_n$ be two sequences of real numbers supported on $[M, 2M]$ and $[N, 2N]$ with $M = X^{1/2 - \delta}$ and $N = X^{1/2 + \delta}$. We show that there exists a $\delta_0 > 0$ such that the multiplicative convolution…
Painleve's transcendental differential equation P_{VI} may be expressed as the consistency condition for a pair of linear differential equations with 2 by 2 matrix coefficients with rational entries. By a construction due to Tracy and…
This article is firstly a historic review of the theory of Riemann-Hilbert problems with particular emphasis placed on their original appearance in the context of Hilbert's 21st problem and Plemelj's work associated with it. The secondary…
In this work, we employ the $\bar{\partial}$-steepset descent method to study the Cauchy problem of the coupled dispersive AB system with initial conditions in weighted Sobolev space $H^{1,1}(\mathbb{R})$, \begin{align*}…
We consider the elliptic Calogero-Inozemtsev system of ${\rm BC}_n$ type with five arbitrary constants and propose $R$-matrix valued generalization for $2n\times 2n$ Takasaki's Lax pair. For this purpose we extend the Kirillov's ${\rm…
We extend the work of Fuchs, Painlev\'e and Manin on a Calogero-like expression of the sixth Painlev\'e equation (the ``Painlev\'e-Calogero correspondence'') to the other five Painlev\'e equations. The Calogero side of the sixth Painlev\'e…
We evaluate the total integral from negative infinity to positive infinity of all global solutions to the Painleve II equation on the real line. The method is based on the interplay between one of the equations of the associated Lax pair…
In this paper, we are concerned with higher-order analogues of the Tracy-Widom distribution, which describe the eigenvalue distributions in unitary random matrix models near critical edge points. The associated kernels are constructed by…
It is shown that a generalization of the Painlev\'e-II equation (P-II) to a system of coupled equations with symmetry breaking terms is integrable. A Lax pair for this system is used to relate the asymptotic behavior of the solutions at…
We prove log-concavity of the lengths of the top rows of Young diagrams under Poissonized Plancherel measure. This is the first known positive result towards a 2008 conjecture of Chen that the length of the top row of a Young diagram under…
We consider the problem of convergence to a saddle point of a concave-convex function via gradient dynamics. Since first introduced by Arrow, Hurwicz and Uzawa in [1] such dynamics have been extensively used in diverse areas, there are,…
Recently, M.K.-H. Kiessling and A.S. Tahvildar-Zadeh proved that a unique global classical solution to the relativistic Vlasov-Poisson system exists whenever the positive, integrable initial datum is spherically symmetric, compactly…
It is shown that a generalized Ito system of four coupled nonlinear evolution equations passes the Painleve test for integrability in five distinct cases, of which two were introduced recently by Tam, Hu and Wang. A conjecture is formulated…
We consider the initial value problem for a new two-component Sasa-Satsuma equation associated with the fourth-order Lax pair with decaying initial data on the line. By utilizing the spectral analysis, the solution of the new two-component…
We study an oriented first passage percolation model for the evolution of a river delta. This model is exactly solvable and occurs as the low temperature limit of the beta random walk in random environment. We analyze the asymptotics of an…
We consider two Lax systems for the homogeneous Painlev\'{e} II equation: one of size $2\times 2$ studied by Flaschka and Newell in the early 1980's, and one of size $4\times 4$ introduced by Delvaux-Kuijlaars-Zhang and Duits-Geudens in the…
A new integrable class of Davey--Stewartson type systems of nonlinear partial differential equations (NPDEs) in 2+1 dimensions is derived from the matrix Kadomtsev--Petviashvili equation by means of an asymptotically exact nonlinear…
Some remarkable properties of the beta distribution are based on relations involving independence between beta random variables such that a parameter of one among them is the sum of the parameters of an other (see (1.1) et (1.2) below).…