Related papers: Integrable Lattices: Random Matrices and Random Pe…
Bordered and framed Toeplitz/Hankel determinants have the same structure as Toeplitz/Hankel determinants except in small number of matrix rows and/or columns. We review these structured determinants and their connections to orthogonal…
We formulate the generic $\tau$-function of the Painlev\'e II equation as a Fredholm determinant of an integrable (Its-Izergin-Korepin-Slavnov) operator. The $\tau$-function depends on the isomonodromic time $t$ and two Stokes' parameters,…
This PhD thesis deals with a number of different problems in mathematical physics with the common thread that they have probabilistic aspects. The problems all stem from mathematical studies of lattice systems in statistical and quantum…
We consider a general Langevin dynamics for the one-dimensional N-particle Coulomb gas with confining potential $V$ at temperature $\beta$. These dynamics describe for $\beta=2$ the time evolution of the eigenvalues of $N\times N$ random…
The global constraints on chaotic dynamics induced by the analyticity of smooth flows are used to dispense with individual periodic orbits and derive infinite families of exact sum rules for several simple dynamical systems. The associated…
We prove that the isomonodromic tau function on a torus with Fuchsian singularities and generic monodromies in $GL(N,\mathbb{C})$ can be written in terms of a Fredholm determinant of Cauchy-Plemelj operators. We further show that the minor…
This thesis deals with some $(1+1)$-dimensional lattice path models from the KPZ universality class: the directed random polymer with inverse-gamma weights (known as log-gamma polymer) and its zero temperature degeneration, i.e. the last…
A sum of a large-dimensional random matrix polynomial and a fixed low-rank matrix polynomial is considered. The main assumption is that the resolvent of the random polynomial converges to some deterministic limit. A formula for the limit of…
The theory of linear Fredholm integral-functional equations of the second kind with linear functionals and with a parameter is considered. The necessary and sufficient conditions are obtained for the coefficients of the equation and those…
We review some essential aspects of classically integrable systems. The detailed outline of the lectures consists of: 1. Introduction and motivation, with historical remarks; 2. Liouville theorem and action-angle variables, with examples…
The subject of this paper is a connection between d-orthogonal polynomials and the Toda lattice hierarchy. In more details we consider some polynomial systems similar to Hermite polynomials, but satisfying $d+2$-term recurrence relation, $d…
The goal of this "Habilitation \`a diriger des recherches" is to present two different applications, namely computations of certain partition functions in probability and applications to integrable systems, of the topological recursion…
The relationship is made between matrix integrals, Toda master-symmetries, Virasoro constraints and orthogonal polynomials.
We review the Airy processes; their formulation and how they are conjectured to govern the large time, large distance spatial fluctuations of one dimensional random growth models. We also describe formulas which express the probabilities…
An infinite system of point particles placed in $\mathds{R}^d$ is studied. Its constituents perform random jumps with mutual repulsion described by a translation-invariant jump kernel and interaction potential, respectively. The pure states…
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…
The Pearcey kernel is a classical and universal kernel arising from random matrix theory, which describes the local statistics of eigenvalues when the limiting mean eigenvalue density exhibits a cusp-like singularity. It appears in a…
For a broad class of point processes, including determinantal point processes, we construct associated marked and conditional ensembles, which allow to study a random configuration in the point process, based on information about a randomly…
$\tau$-functions of certain Painlev\'e equations (PVI,PV,PIII) can be expressed as a Fredholm determinant. Further, the minor expansion of these determinants provide an interesting connection to Random partitions. This paper is a step…
We consider elliptic equations of order $2m$ in a bounded domain $Q\subset\mathbb R^n$ with nonlocal boundary-value conditions connecting the values of a solution and its derivatives on $(n-1)$-dimensional smooth manifolds $\Gamma_i$ with…