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$\tau$-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…

数学物理 · 物理学 2020-01-08 Harini Desiraju

The Fredholm determinants of a special class of integral operators K supported on the union of m curve segments in the complex plane are shown to be the tau-functions of an isomonodromic family of meromorphic covariant derivative operators…

solv-int · 物理学 2009-01-23 J. Harnad , Alexander R. Its

Airy and Pearcey-like kernels and generalizations arising in random matrix theory are expressed as double integrals of ratios of exponentials, possibly multiplied with a rational function. In this work it is shown that such kernels are…

数学物理 · 物理学 2013-06-06 M. Adler , M. Cafasso , P. van Moerbeke

We study the Fredholm determinant of an integrable operator acting on the interval $(0,s)$ whose kernel is constructed out of a hierarchy of higher order analogues to the Painlev\'{e} III equation. This Fredholm determinant describes the…

数学物理 · 物理学 2018-02-09 Dan Dai , Shuai-Xia Xu , Lun Zhang

It is shown how the bilinear differential equations satisfied by Fredholm determinants of integral operators appearing as spectral distribution functions for random matrices may be deduced from the associated systems of nonautonomous…

solv-int · 物理学 2007-05-23 J. Harnad

We study a Fredholm determinant of the hypergeometric kernel arising in the representation theory of the infinite-dimensional unitary group. It is shown that this determinant coincides with the Palmer-Beatty-Tracy tau function of a Dirac…

数学物理 · 物理学 2011-03-25 O. Lisovyy

For a wide class of Hermitian random matrices, the limit distribution of the eigenvalues close to the largest one is governed by the Airy point process. In such ensembles, the limit distribution of the k-th largest eigenvalue is given in…

数学物理 · 物理学 2017-09-06 Tom Claeys , Antoine Doeraene

Fredholm determinants associated to deformations of the Airy kernel are closely connected to the solution to the Kardar-Parisi-Zhang (KPZ) equation with narrow wedge initial data, and they also appear as largest particle distribution in…

数学物理 · 物理学 2019-10-08 Mattia Cafasso , Tom Claeys

We revisit the computation of (2-modified) Fredholm determinants for operators with matrix-valued semi-separable integral kernels. The latter occur, for instance, in the form of Green's functions associated with closed ordinary differential…

谱理论 · 数学 2007-05-23 Fritz Gesztesy , Konstantin A. Makarov

We study the asymptotic behaviour of orthogonal polynomials in the complex plane that are associated to a certain normal matrix model. The model depends on a parameter and the asymptotic distribution of the eigenvalues undergoes a…

数学物理 · 物理学 2018-08-31 Marco Bertola , José Gustavo Elias Rebelo , Tamara Grava

The diagonal spin-spin correlations of the square lattice Ising model, originally expressed as Toeplitz determinants, are given by two distinct Fredholm determinants - one with an integral operator having an Appell function kernel and…

经典分析与常微分方程 · 数学 2011-05-24 N. S. Witte , P. J. Forrester

The asymptotic properties of integral operators with the generalized sine kernel acting on the real axis are studied. The formulas for the resolvent and the Fredholm determinant are obtained in the large x limit. Some applications of the…

数学物理 · 物理学 2015-05-19 N. A. Slavnov

We undertake an analysis of Fredholm determinants arising from kernels whose defining functions satisfy a Schr\"odinger type equation. When this defining function is the Airy one, the evaluation of the corresponding Fredholm determinant…

数学物理 · 物理学 2024-08-28 Taro Kimura , Xavier Navand

We consider the gap probability for the Bessel process in the single-time and multi-time case. We prove that the scalar and matrix Fredholm determinants of such process can be expressed in terms of determinants of integrable kernels \`a la…

数学物理 · 物理学 2013-07-04 Manuela Girotti

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…

泛函分析 · 数学 2024-09-24 Gordon Blower

The authors show that a wide class of Fredholm determinants arising in the representation theory of "big" groups such as the infinite-dimensional unitary group, solve Painleve equations. Their methods are based on the theory of integrable…

数学物理 · 物理学 2007-05-23 Alexei Borodin , Percy Deift

We analyze a numerical method for computing Fredholm determinants of trace class and Hilbert Schmidt integral operators defined in terms of matrix-valued kernels on the entire real line. With this method, the Fredholm determinant is…

数值分析 · 数学 2025-07-31 Erika Gallo , John Zweck , Yuri Latushkin

We study the Fredholm determinant of an integral operator associated to the hard edge Pearcey kernel. This determinant appears in a variety of random matrix and non-intersecting paths models. By relating the logarithmic derivatives of the…

概率论 · 数学 2022-09-27 Luming Yao , Lun Zhang

We describe the pole-free regions of the one-parameter family of special solutions of P$_\mathrm{II}$, the second Painlev\'e equation, constructed from the Airy functions. This is achieved by exploiting the connection between these…

数学物理 · 物理学 2024-03-08 Ahmad Barhoumi , Pavel Bleher , Alfredo Deaño , Maxim L. Yattselev

We consider fourth order ordinary differential operators with compactly supported coefficients on the half-line and on the line. The Fredholm determinant for this operator is an analytic function in the whole complex plane without zero. We…

数学物理 · 物理学 2016-12-23 Andrey Badanin , Evgeny Korotyaev