相关论文: Integrable Lattices: Random Matrices and Random Pe…
The paper concerns nonlocal time-periodic boundary value problems for first-order Volterra integro-differential hyperbolic systems with boundary inputs. The systems are subjected to integral boundary conditions. Under natural regularity…
This paper presents a class of boundary integral equations for the solution of problems of electromagnetic and acoustic scattering by two dimensional homogeneous penetrable scatterers with smooth boundaries. The new integral equations,…
We characterize asymptotic collective behaviour of rectangular random matrices, the sizes of which tend to infinity at different rates: when embedded in a space of larger square matrices, independent rectangular random matrices are…
New integrable lattice systems are introduced, their different integrable discretization are obtained. B\"acklund transformations between these new systems and the relativistic Toda lattice (in the both continuous and discrete time…
The Pfaff lattice is an integrable system arising from the SR-group factorization in an analogous way to how the Toda lattice arises from the QR-group factorization. In our recent paper [{\it Intern. Math. Res. Notices}, (2007) rnm120], we…
In Random Matrix Theory the local correlations of the Laguerre and Jacobi Unitary Ensemble in the hard edge scaling limit can be described in terms of the Bessel kernel (containing a parameter $\alpha$). In particular, the so-called hard…
First we introduce the two tau-functions which appeared either as the $\tau$-function of the integrable hierarchy governing the Riemann mapping of Jordan curves or in conformal field theory and the universal Grassmannian. Then we discuss…
We characterize Fredholm determinants of a class of Hankel composition operators via matrix-valued Riemann-Hilbert problems, for additive and multiplicative compositions. The scalar-valued kernels of the underlying integral operators are…
In this paper, we concentrate on solving second-order singularly perturbed Fredholm integro-differential equations (SPFIDEs). It is well known that solving these equations analytically is a challenging endeavor because of the presence of…
In this short note we collect together known results on the use of Random Matrix Theory in lattice statistical mechanics. The purpose here is two fold. Firstly the RMT analysis provides an intrinsic characterization of integrability, and…
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…
We study the top Lyapunov exponents of random products of positive $2 \times 2$ matrices and obtain an efficient algorithm for its computation. As in the earlier work of Pollicott, the algorithm is based on the Fredholm theory of…
Random integral mappings $I^{h,r}_{(a,b]}$ give isomorphisms between the sub-semigroups of the classical $(ID, \ast)$ and the free-infinite divisible $(ID,\boxplus)$ probability measures. This allows us to introduce new examples of such…
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…
Infinite determinantal measures introduced in this note are inductive limits of determinantal measures on an exhausting family of subsets of the phase space. Alternatively, an infinite determinantal measure can be described as a product of…
This thesis deals with the geometric and integrable aspects associated with random matrix models. Its purpose is to provide various applications of random matrix theory, from algebraic geometry to partial differential equations of…
This paper explores the solution of Fredholm-like equations with infinite dimensional solution spaces. We set out to find a method for determining a particular solution to a Fredholm-like equation subject to a given constraint. The…
This paper is concerned with integrals which integrands are the monomials of matrix elements of irreducible representations of classical groups. Based on analysis on Young tableaux, we discuss some related duality theorems and compute the…
It has been known since the pioneering paper of Mark Kac, that the asymptotics of Fredholm determinants can be studied using probabilistic methods. We demonstrate the efficacy of Kac' approach by studying the Fredholm Pfaffian describing…
The integrability of a family of hamiltonian systems, describing in a particular case the motionof N ``peakons" (special solutions of the so-called Camassa-Holm equation) is established in the framework of the $r$-matrix approach, starting…