Related papers: Evans Functions, Jost Functions, and Fredholm Dete…
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…
In this paper, we derive new estimates for the remainder term of the midpoint, trapezoid, and Simpson formulae for functions whose derivatives in absolute value at certain power are P-functions. Some applications to special means of real…
We study the Fredholm properties of a general class of elliptic differential operators on $\R^n$. These results are expressed in terms of a class of weighted function spaces, which can be locally modeled on a wide variety of standard…
A new method is presented for obtaining indefinite integrals of common special functions. The approach is based on a Lagrangian formulation of the general homogeneous linear ordinary differential equation of second order. A general integral…
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…
We analyze matrix convex functions of a fixed order defined on a real interval by differential methods as opposed to the characterization in terms of divided differences given by Kraus. We obtain for each order conditions for matrix…
An order theoretic and algebraic framework for the extended real numbers is established which includes extensions of the usual difference to expressions involving $-\infty$ and/or $+\infty$, so-called residuations. Based on this,…
We consider partition functions Z(g) = exp (-g(x))dx where g is a nonnegative polynomial action (a degree-2n form) vanishing only at the origin. Such integrals, known as integral discriminants, appear in statistical mechanics, quantum field…
We establish a set of relations between several quite diverse types of weighted inequalities involving various integral operators and fairly general quasinorm-like functionals which we call sub-monotone. The main result enables one to solve…
A new generalization of Dawson's integral function based on the link between a Riccati nonlinear differential equation and a second-order ordinary differential equation is reported. The MacLaurin expansion of this generalized function is…
We reformulate the $q$-difference linear system corresponding to the $q$-Painlev\'e equation of type $A_7^{(1)'}$ as a Riemann-Hilbert problem on a circle. Then, we consider the Fredholm determinant built from the jump of this…
A general explicit form for generating functions for approximating fractional derivatives is derived. To achieve this, an equivalent characterisation for consistency and order of approximations established on a general generating function…
We extend the form-factors approach to the quantum Ising model at finite temperature. The two point function of the energy is obtained in closed form, while the two point function of the spin is written as a Fredholm determinant. Using the…
The purpose of this article is to develop a theory behind the occurrence of "path-integral" kernels in the study of extended determinantal point processes and non-intersecting line ensembles. Our first result shows how determinants…
A general solution is found for a large class of time continuous autonomous nonlinear dynamical systems, the so-called quasi-polynomial systems. This solution is expressed in terms of a new type of special functions defined via their Taylor…
Applying a Weyl-Stratonovich transform to the evolution equation of the Wigner function in an electromagnetic field yields a multidimensional gauge-invariant equation which is numerically very challenging to solve. In this work, we apply…
The functional flow equations for the Legendre effective action, with respect to changes in a smooth cutoff, are approximated by a derivative expansion; no other approximation is made. This results in a set of coupled non-linear…
This paper investigates the transformation of determinants of pairs of Fredholm operators with trace class commutators. We study the extent to which the functional calculus commutes, modulo operator ideals, with projections in a finitely…
The generalised Wronskian of differential order $k\geqslant 1$ for $N$ functions $f_1$, $\ldots$, $f_N$ in $d\geqslant 1$ independent variables $x^1$, $\ldots$, $x^d$ is the determinant of the matrix with these functions' derivatives…
Take a random variable X with some finite exponential moments. Define an exponentially weighted expectation by E^t(f) = E(e^{tX}f)/E(e^{tX}) for admissible values of the parameter t. Denote the weighted expectation of X itself by r(t) =…