相关论文: Discrete Painlev\'e equations and random matrix av…
Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…
We study linear recurrences of Eulerian type of the form \[ P_n(v) = (\alpha(v)n+\gamma(v))P_{n-1}(v) +\beta(v)(1-v)P_{n-1}'(v)\qquad(n\ge1), \] with $P_0(v)$ given, where $\alpha(v), \beta(v)$ and $\gamma(v)$ are in most cases polynomials…
We elucidate the relation between Painlev\'e equations and four-dimensional rank one ${\cal N= 2}$ theories by identifying the connection associated to Painlev\'e isomonodromic problems with the oper limit of the flat connection of the…
An interplay between the Lambert series and Euler's Pentagonal Number Theorem gives an Euler-type recurrence relation for any given arithmetical function. As consequences of this, we present Euler-type recurrence relations for some…
We tackle the regularisation of a differential system related to generalised Krawtchouk polynomials. We show a straightforward connection between certain auxiliary quantities involving the recurrence coefficients of these polynomials and…
We consider some bilinear recurrences that have applications in number theory. The explicit solution of a general three-term bilinear recurrence relation of fourth order is given in terms of the Weierstrass sigma function for an associated…
We apply the operation of random independent thinning on the eigenvalues of $n\times n$ Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenvalues, and we study the statistics of the eigenvalues of…
The gap probability generating function has as its coefficients the probability of an interval containing exactly $k$ eigenvalues. For scaled random matrices with orthogonal symmetry, and the interval at the hard or soft spectrum edge, the…
The purpose of this article is to study the eigenvalues $u_1^{\, t}=e^{it\theta_1},\dots,u_N^{\,t}=e^{it\theta_N}$ of $U^t$ where $U$ is a large $N\times N$ random unitary matrix and $t>0$. In particular we are interested in the typical…
In this paper we review and compare the numerical evaluation of those probability distributions in random matrix theory that are analytically represented in terms of Painlev\'e transcendents or Fredholm determinants. Concrete examples for…
Abel-Tauberian theorems relate power law behavior of distributions and their transforms. We formulate and prove a multivariate version for non-standard regularly varying measures on $\mathbb{R}_+^p$ and then apply it to prove that the joint…
The statistics of random band--matrices with width and strength of the band slowly varying along the diagonal is considered. The Dyson equation for the averaged Green function close to the edge of spectrum is reduced to the Painlev\'{e} I…
We show that the Kontsevich integral on $n\times n$ matrices ($n< \infty$) is the isomonodromic tau function associated to a $2\times 2$ Riemann--Hilbert problem. The approach allows us to gain control of the analysis of the convergence as…
We recast the persistence probability for the spin located at the origin of a half-space arbitrarily $m$-magnetized Glauber-Ising chain as a Fredholm Pfaffian gap probability generating function with a sech-kernel. This is then spelled out…
We study multiplicative statistics for the eigenvalues of unitarily-invariant Hermitian random matrix models. We consider one-cut regular polynomial potentials and a large class of multiplicative statistics. We show that in the large matrix…
We consider several examples of nonautonomous systems of difference equations coming from semi-classical orthogonal polynomials via recurrence coefficients and ladder operators, with respect to various generalisations of Laguerre and…
In this paper we describe a strategy to study the Anderson model of an electron in a random potential at weak coupling by a renormalization group analysis. There is an interesting technical analogy between this problem and the theory of…
The rules of a game of dice are extended to a "hyper-die" with $n\in\mathbb{N}$ equally probable faces, numbered from 1 to $n$. We derive recursive and explicit expressions for the probability mass function and the cumulative distribution…
We show that the coefficients of the three-term recurrence relation for orthogonal polynomials with respect to a semi-classical extension of the Laguerre weight satisfy the fourth Painlev\'e equation when viewed as functions of one of the…
By analogy to the continuous Painlev\'e II equation, we present particular solutions of the discrete Painlev\'e II (d-P$\rm_{II}$) equation. These solutions are of rational and special function (Airy) type. Our analysis is based on the…