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We show that every multiparameter Gaussian process with integrable variance function admits a Wiener integral representation of Fredholm type with respect to the Brownian sheet. The Fredholm kernel in the representation can be constructed…

概率论 · 数学 2015-10-14 Tommi Sottinen , Lauri Viitasaari

$\tau$-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

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

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

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

The six-vertex model with domain wall boundary conditions is considered. A Fredholm determinant representation for the partition function of the model is obtained. The kernel of the corrtesponding integral operator depends on Laguerre…

凝聚态物理 · 物理学 2007-05-23 N. A. Slavnov

In this paper we study the extension of Painlev\'e/gauge theory correspondence to circular quivers by focusing on the special case of $SU(2)$ $\mathcal{N}=2^*$ theory. We show that the Nekrasov-Okounkov partition function of this gauge…

高能物理 - 理论 · 物理学 2020-04-22 Giulio Bonelli , Fabrizio Del Monte , Pavlo Gavrylenko , Alessandro Tanzini

We extend the approach to ${\tau}$-functions as Widom constants developed by Cafasso, Gavrylenko and Lisovyy to orthogonal loop group Drinfeld-Sokolov hierarchies and isomonodromic deformations systems. The combinatorial expansion of the…

数学物理 · 物理学 2023-02-24 M. Bertola , F. Del Monte , J. Harnad

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

In this paper, we investigate approximate solutions for nonlinear Fredholm integro-differential equations of fractional order. We present an operational Tau method by obtaining the Tau matrix representation. We solve a special class of…

数值分析 · 数学 2017-12-13 A. Yousefi , E. Babolian , S. Javadi

In this paper we express tau functions for the Korteweg de Vries (KdV) equation, as Laplace transforms of iterated Skorohod integrals. Our main tool is the notion of Fredholm determinant of an integral operator. Our result extends the paper…

概率论 · 数学 2017-05-03 Michèle Thieullen , Alexis Vigot

We prove a Fredholm determinant and short-distance series representation of the Painlev\'e V tau function $\tau(t)$ associated to generic monodromy data. Using a relation of $\tau(t)$ to two different types of irregular $c=1$ Virasoro…

数学物理 · 物理学 2018-10-10 O. Lisovyy , H. Nagoya , J. Roussillon

Using the relation established by Johnson--Zumbrun between Hill's method of aproximating spectra of periodic-coefficient ordinary differential operators and a generalized periodic Evans function given by the $2$-modified characteristic…

谱理论 · 数学 2010-11-29 Kevin Zumbrun

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

Let $(-A,B,C)$ be a linear system in continuous time $t>0$ with input and output space ${\bf C}$ and state space $H$. The function $\phi_{(x)}(t)=Ce^{-(t+2x)A}B$ determines a Hankel integral operator $\Gamma_{\phi_{(x)}}$ on $L^2((0, \infty…

经典分析与常微分方程 · 数学 2017-06-27 Gordon Blower , Samantha L. Newsham

In this paper, we study an infinite system of Fredholm series of polynomials in $\lambda$, formed, in the classical way, for a continuous Hilbert-Schmidt kernel on $\mathbb{R}\times\mathbb{R}$ of the form…

谱理论 · 数学 2012-10-04 Igor M. Novitskii

We obtain integral representations of solutions to special cases of the Fuchsian system of differential equations and Heun's differential equation. In particular, we calculate the monodromy of solutions to the Fuchsian equation that…

经典分析与常微分方程 · 数学 2015-05-13 Kouichi Takemura

We study the Fredholm minors associated with a Fredholm equation of the second type. We present a couple of new linear recursion relations involving the $n$th and $n-1$th minors, whose solution is a representation of the $n$th minor as an…

数学物理 · 物理学 2008-11-26 Joshua Feinberg

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

泛函分析 · 数学 2023-05-29 Gordon Blower , Ian Doust

We study the one parameter family of Fredholm determinants $\det(I-\gamma K_{\textnormal{csin}}),\gamma\in\mathbb{R}$ of an integrable Fredholm operator $K_{\textnormal{csin}}$ acting on the interval $(-s,s)$ whose kernel is a cubic…

可精确求解与可积系统 · 物理学 2013-03-11 Thomas Bothner , Alexander Its