相关论文: Fredholm determinants and pole-free solutions to t…
We prove that Fredholm determinants of the form det(1-K_s), where K_s is the restriction of either the discrete Bessel kernel or the discrete {}_2F_1 kernel to {s,s+1,...}, can be expressed through solutions of discrete Painleve II and V…
We consider the algebra of mixed multidimensional integral operators. In particular, Fredholm integral operators of the first and second kind belongs to this algebra. For the piecewise constant kernels we provide an explicit representation…
We review the asymptotic behavior of a class of Toeplitz (as well as related Hankel and Toeplitz + Hankel) determinants which arise in integrable models and other contexts. We discuss Szego, Fisher-Hartwig asymptotics, and how a transition…
In recent developments, a general approach for solving Riemann--Hilbert problems numerically has been developed. We review this numerical framework, and apply it to the calculation of orthogonal polynomials on the real line. Combining this…
We consider the determinantal point process with the confluent hypergeometric kernel. This process is a universal point process in random matrix theory and describes the distribution of eigenvalues of large random Hermitian matrices near…
This paper investigates the eigenvalue problem of integral operators whose kernels can be expressed as a finite sum of pairwise products of single-variable functions, making them separable. By consdiering the matrix form of the separable…
The Painleve-IV equation has three families of rational solutions generated by the generalized Hermite polynomials. Each family is indexed by two positive integers m and n. These functions have applications to nonlinear wave equations,…
The probability that an interval $I$ is free of eigenvalues in a matrix ensemble with unitary symmetry is given by a Fredholm determinant. When the weight function in the matrix ensemble is a classical weight function, and the interval $I$…
Scaling level-spacing distribution functions in the ``bulk of the spectrum'' in random matrix models of $N\times N$ hermitian matrices and then going to the limit $N\to\infty$, leads to the Fredholm determinant of the sine kernel…
We modify the classical Paley-Wiener spaces $PW_x$ of entire functions of finite exponential type at most $x>0$, which are square integrable on the real line, via the additional condition of vanishing at finitely many complex points $z_1,…
What is the connection of random matrices with integrable systems? Is this connection really useful? The answer to these questions leads to a new and unifying approach to the theory of random matrices. Introducing an appropriate time…
Let $(-A,B,C)$ be a continuous time linear system with state space a separable complex Hilbert space $H$, where $-A$ generates a strongly continuous contraction semigroup $(e^{-tA})_{t\geq 0}$ on $H$, and $\phi (t)=Ce^{-tA}B$ is the impulse…
The aim of this paper is twofold: On one hand we discuss an abstract approach to symmetrized Fredholm perturbation determinants and an associated trace formula for a pair of operators of positive-type, extending a classical trace formula.…
The goal of this article is to prove that the determinantal formulas of the Painlev'e 2 system identify with the correlation functions computed from the topological recursion on their spectral curve for an arbitrary non-zero monodromy…
We derive differential equations for multiplicative statistics of the Bessel determinantal point process depending on two parameters. In particular, we prove that such statistics are solutions to an integrable nonlinear partial differential…
We develop the theory of integrable operators $\mathcal{K}$ acting on a domain of the complex plane with smooth boundary in analogy with the theory of integrable operators acting on contours of the complex plane. We show how the resolvent…
We construct solutions of an infinite Toda system and an analogue of the Painlev'e II equation over noncommutative differential division rings in terms of quasideterminants of Hankel matrices.
In the first part of the article we establish the existence in the sense of sequences of solutions in $H^{2}(R)$ for some nonhomogeneous linear differential equation in which one of the terms has the argument translated by a constant. It is…
Scaling level-spacing distribution functions in the ``bulk of the spectrum'' in random matrix models of $N\times N$ hermitian matrices and then going to the limit $N\to\infty$, leads to the Fredholm determinant of the sine kernel…
We derive Fredholm determinant representation for isomonodromic tau functions of Fuchsian systems with $n$ regular singular points on the Riemann sphere and generic monodromy in $\mathrm{GL}(N,\mathbb C)$. The corresponding operator acts in…