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The Riemann-Hilbert method is employed to carry out an asymptotic analysis of a family of $\sigma$-Painlev\'e V functions associated with Hankel determinants involving the confluent hypergeometric function of the second kind. In the…
In this paper we study a certain recurrence relation, that can be used to generate ladder operators for the Laguerre Unitary ensemble, from the point of view of Sakai's geometric theory of Painlev\'e equations. On one hand, this gives us…
We define discrete Hamiltonian systems in the framework of discrete embeddings. An explicit comparison with previous attempts is given. We then solve the discrete Helmholtz's inverse problem for the discrete calculus of variation in the…
In this paper, we build the Hamiltonian system and the corresponding Lax pairs associated to a twisted connection in $\mathfrak{gl}_2(\mathbb{C})$ admitting an irregular and ramified pole at infinity of arbitrary degree, hence corresponding…
In this paper we present a new family of discrete sequences having "random like" uniformly decaying auto-correlation properties. The new class of infinite length sequences are higher order chirps constructed using irrational numbers.…
We study asymptotic behavior for determinants of $n\times n$ Toeplitz matrices corresponding to symbols with two Fisher-Hartwig singularities at the distance $2t\ge0$ from each other on the unit circle. We obtain large $n$ asymptotics which…
We establish a new perturbation theory for orthogonal polynomials using a Riemann--Hilbert approach and consider applications in numerical linear algebra and random matrix theory. This new approach shows that the orthogonal polynomials with…
We study unitary random matrix ensembles of the form $Z_{n,N}^{-1} |\det M|^{2\alpha} e^{-N \Tr V(M)}dM$, where $\alpha>-1/2$ and $V$ is such that the limiting mean eigenvalue density for $n,N\to\infty$ and $n/N\to 1$ vanishes quadratically…
We study $q$-deformation of probability measures on partitions, i.e., $q$-deformed random partitions. We in particular consider the $q$-Plancherel measure and show a determinantal formula for the correlation function using a $q$-deformation…
A relationship between Painleve systems and infinite-dimensional integrable hierarchies is studied. We derive a class of higher order Painleve systems from Drinfeld-Sokolov (DS) hierarchies of type A by similarity reductions. This result…
We consider orthogonal polynomials p_n with respect to an exponential weight function w(x) = exp(-P(x)). The related equations for the recurrence coefficients have been explored by many people, starting essentially with Laguerre [49], in…
Over the last decade it has become clear that discrete Painlev\'e equations appear in a wide range of important mathematical and physical problems. Thus, the question of recognizing a given non-autonomous recurrence as a discrete Painlev\'e…
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…
The Painlev\'e--Kovalevskaya test is applied to find three matrix versions of the Painlev\'e II equation. All these equations are interpreted as group-invariant reductions of integrable matrix evolution equations, which makes it possible to…
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…
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…
Rational solutions for the Painlev\'e IV equation are investigated by Hirota bilinear formalism. It is shown that the solutions in one hierarchy are expressed by 3-reduced Schur functions, and those in another two hierarchies by Casorati…
A certain representation for the Heisenberg algebra in finite-difference operators is established. The Lie-algebraic procedure of discretization of differential equations with isospectral property is proposed. Using $sl_2$-algebra based…
In this paper, we provide a comprehensive method for constructing Lax pairs of discrete Painlev\'e equations by using a reduced hypercube structure. In particular, we consider the $A_5^{(1)}$-surface $q$-Painlev\'e system which has the…
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…