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In this paper, we study the asymptotic behavior of a family of pole-free solutions to the noncommutative Painlev\'e II equation. These particular solutions can be expressed in terms of the Fredholm determinant of the matrix version of the…

数学物理 · 物理学 2025-05-23 Jia-Hao Du , Shuai-Xia Xu , Yu-Qiu Zhao

We consider Fredholm determinants of matrix convolution operators associated to matrix versions of the $n - $th Airy functions. Using the theory of integrable operators, we relate them to a fully noncommutative Painlev\'e II hierarchy,…

数学物理 · 物理学 2021-01-06 Sofia Tarricone

We study Fredholm determinants of a class of integral operators, whose kernels can be expressed as double contour integrals of a special type. Such Fredholm determinants appear in various random matrix and statistical physics models. We…

数学物理 · 物理学 2020-10-29 Mattia Cafasso , Tom Claeys , Manuela Girotti

We study double integral representations of Christoffel-Darboux kernels associated with two examples of Hermite-type matrix orthogonal polynomials. We show that the Fredholm determinants connected with these kernels are related through the…

数学物理 · 物理学 2014-04-23 Mattia Cafasso , Manuel D. de la Iglesia

We characterize Fredholm determinants of a class of Hankel composition operators via matrix-valued Riemann-Hilbert problems, for additive and multiplicative compositions. The scalar-valued kernels of the underlying integral operators are…

数学物理 · 物理学 2023-09-14 Thomas Bothner

We study a family of unbounded solutions to the Korteweg-de Vries equation which can be constructed as log-derivatives of deformed Airy kernel Fredholm determinants, and which are connected to an integro-differential version of the second…

数学物理 · 物理学 2024-11-26 Mattia Cafasso , Tom Claeys , Giulio Ruzza

String equations related to 2D gravity seem to provide, quite naturally and systematically, integrable kernels, in the sense of Its-Izergin-Korepin and Slavnov. Some of these kernels (besides the "classical" examples of Airy and Pearcey)…

数学物理 · 物理学 2013-10-01 M. Adler , M. Cafasso , P. van Moerbeke

We prove that matrix Fredholm determinants related to multi-time processes can be expressed in terms of determinants of integrable kernels \`a la Its-Izergin-Korepin-Slavnov (IIKS) and hence related to suitable Riemann-Hilbert problems,…

数学物理 · 物理学 2013-06-06 M. Bertola , M. Cafasso

We study Fredholm determinants related to a family of kernels which describe the edge eigenvalue behavior in unitary random matrix models with critical edge points. The kernels are natural higher order analogues of the Airy kernel and are…

数学物理 · 物理学 2009-01-19 T. Claeys , A. Its , I. Krasovsky

We study the one-parameter family of Fredholm determinants $\det(I-\rho^2\mathcal{K}_{n,x})$, $\rho\in\mathbb{R}$, where $\mathcal{K}_{n,x}$ stands for the integral operator acting on $L^2(x,+\infty)$ with the higher order Airy kernel. This…

数学物理 · 物理学 2023-08-02 Jun Xia , Yi-Fan Hao , Shuai-Xia Xu , Lun Zhang , Yu-Qiu Zhao

We study the determinant $\det(I-K_{\textnormal{PII}})$ of an integrable Fredholm operator $K_{\textnormal{PII}}$ acting on the interval $(-s,s)$ whose kernel is constructed out of the $\Psi$-function associated with the Hastings-McLeod…

数学物理 · 物理学 2012-11-06 Thomas Bothner , Alexander Its

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…

概率论 · 数学 2020-10-15 Alexei Borodin , Ivan Corwin , Daniel Remenik

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…

数学物理 · 物理学 2018-09-26 Shuai-Xia Xu , Dan Dai

In a 1977 paper of McCoy, Tracy and Wu there appeared for the first time the solution of a Painlev\'e equation in terms of Fredholm determinants of integral operators. This equation is $\psi''(t)+t^{-1}\psi'(t)=(1/2) \sinh 2\psi+2\alpha…

solv-int · 物理学 2007-05-23 Harold Widom

Orthogonal polynomial random matrix models of NxN hermitian matrices lead to Fredholm determinants of integral operators with kernel of the form (phi(x) psi(y) - psi(x) phi(y))/x-y. This paper is concerned with the Fredholm determinants of…

高能物理 - 理论 · 物理学 2009-07-11 Craig A. Tracy , Harold Widom

Let $(-A,B,C)$ be a linear system in continuous time $t>0$ with input and output space ${\mathbb C}$ and state space $H$. The scattering (or impulse response) functions $\phi_{(x)}(t)=Ce^{-(t+2x)A}B$ determines a Hankel integral operator…

偏微分方程分析 · 数学 2025-12-18 Gordon Blower , Simon J. Malham

As Fredholm determinants are more and more frequent in the context of stochastic integrability, we unveil the existence of a common framework in many integrable systems where they appear. This consists in a quasi-universal hierarchy of…

数学物理 · 物理学 2021-02-03 Alexandre Krajenbrink

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,…

数学物理 · 物理学 2024-05-01 Harini Desiraju

We study a family of Fredholm determinants associated to deformations of the sine kernel, parametrized by a weight function w. For a specific choice of w, this kernel describes bulk statistics of finite temperature free fermions. We…

数学物理 · 物理学 2023-09-08 Tom Claeys , Sofia Tarricone

We compute asymptotics for Hankel determinants and orthogonal polynomials with respect to a discontinuous Gaussian weight, in a critical regime where the discontinuity is close to the edge of the associated equilibrium measure support.…

数学物理 · 物理学 2016-09-06 Alexander Bogatskiy , Tom Claeys , Alexander Its
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