相关论文: Discrete Painlev\'e equations and random matrix av…

We give four examples of families of orthogonal polynomials for which the coefficients in the recurrence relation satisfy a discrete Painlev\'e equation. The first example deals with Freud weights $|x|^\rho \exp(-|x|^m)$ on the real line,…

We introduce the tau-function of a rational d-connection and its isomonodromy transformations. We show that in a continuous limit our tau-function agrees with the Jimbo-Miwa-Ueno tau-function, compute the tau-function for the isomonodromy…

These notes provide an introduction to the theory of random matrices. The central quantity studied is $\tau(a)= det(1-K)$ where $K$ is the integral operator with kernel $1/\pi} {\sin\pi(x-y)\over x-y} \chi_I(y)$. Here…

It is now believed that the limiting distribution function of the largest eigenvalue in the three classic random matrix models GOE, GUE and GSE describe new universal limit laws for a wide variety of processes arising in mathematical…

Recurrence coefficients of semi-classical orthogonal polynomials (orthogonal polynomials related to a weight function $w$ such that $w'/w$ is a rational function) are shown to be solutions of non linear differential equations with respect…

This paper concerns the discrete version of the Painlev\'e identification problem, i.e., how to recognize a certain recurrence relation as a discrete Painlev\'e equation. Often some clues can be seen from the setting of the problem, e.g.,…

In a previous work a random matrix average for the Laguerre unitary ensemble, generalising the generating function for the probability that an interval $ (0,s) $ at the hard edge contains $ k $ eigenvalues, was evaluated in terms of a…

Over the last decade it has become clear that discrete Painlev\'e equations appear in a wide range of important mathematical and physical problems. Thus, the question of recognizing a given non-autonomous recurrence as a discrete Painlev\'e…

For a pair of coupled Painlev\'e equations obtained as a similarity reduction of the Hirota-Satsuma systems we describe special parameter-families of solutions given in terms of mixtures of rational and Airy functions, and in terms of a…

Starting from the standard form of the five discrete Painlev\'e equations we show how one can obtain (through appropriate limits) a host of new equations which are also the discrete analogues of the continuous Painlev\'e equations. A…

This paper develops methods to study the distribution of Eulerian statistics defined by second-order recurrence relations. We define a random process to decompose the statistics over compositions of integers. It is shown that the numbers of…

It has recently been emphasized that all known exact evaluations of gap probabilities for classical unitary matrix ensembles are in fact $\tau$-functions for certain Painlev\'e systems. We show that all exact evaluations of gap…

The goal of this "Habilitation \`a diriger des recherches" is to present two different applications, namely computations of certain partition functions in probability and applications to integrable systems, of the topological recursion…

We consider the singular linear statistic of the Laguerre unitary ensemble consisting of the sum of the reciprocal of the eigenvalues. It is observed that the exponential generating function for this statistic can be written as a Toeplitz…

The distribution function for the first eigenvalue spacing in the Laguerre unitary ensemble of finite size may be expressed in terms of a solution of the fifth Painleve transcendent. The generating function of a certain discontinuous linear…

A recursive method is derived to calculate all eigenvalue correlation functions of a random hermitian matrix in the large size limit, and after smoothing of the short scale oscillations. The property that the two-point function is…

This short survey presents the essential features of what is called Painlev\'e analysis, i.e. the set of methods based on the singularities of differential equations in order to perform their explicit integration. Full details can be found…

The ``Painlev\'e analysis'' is quite often perceived as a collection of tricks reserved to experts. The aim of this course is to demonstrate the contrary and to unveil the simplicity and the beauty of a subject which is in fact the theory…

We consider orthogonal polynomials p_n with respect to an exponential weight function w(x) = exp(-P(x)). The related equations for the recurrence coefficients have been explored by many people, starting essentially with Laguerre [49], in…

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…