相关论文: Integrable Lattices: Random Matrices and Random Pe…

The main topic is the development of a Fredholm theory in a new class of spaces called M-polyfolds. In the subsequent Volume II the theory will be generalized to an even larger class of spaces called polyfolds, which can also incorporate…

Integrable theory is formulated for correlation functions of characteristic polynomials associated with invariant non-Gaussian ensembles of Hermitean random matrices. By embedding the correlation functions of interest into a more general…

The level spacing distributions in the Gaussian Unitary Ensemble, both in the ``bulk of the spectrum,'' given by the Fredholm determinant of the operator with the sine kernel ${\sin \pi(x-y) \over \pi(x-y)}$ and on the ``edge of the…

We introduce a class of ${\mathbb{Z}}_N$ graded discrete Lax pairs, with $N\times N$ matrices, linear in the spectral parameter. We give a classification scheme for such Lax pairs and the associated discrete integrable systems. We present…

In a previous paper (called "Rectangular random matrices. Related covolution"), we defined, for $\lambda \in [0,1]$, the rectangular free convolution with ratio $\lambda$. Here, we investigate the related notion of infinite divisiblity,…

By randomly removing a fraction of levels from a given spectrum a model is constructed that describes a crossover from this spectrum to a Poisson spectrum. The formalism is applied to the transitions towards Poisson from random matrix…

We study a potential introduced by Darboux to describe conjugate nets, which within the modern theory of integrable systems can be interpreted as a $\tau$-function. We investigate the potential using the non-local $\bar\partial$ dressing…

We review the ideas of how random matrix theory has to be properly applied to quantum physics; particularly we focus on how the spectrum has to be properly prepared and the random matrix correctly identified before the random matrix and the…

We investigate the occurrence of additive and multiplicative structures in random subsets of the natural numbers. Specifically, for a Bernoulli random subset of $\mathbb{N}$ where each integer is included independently with probability…

We consider the class of biorthogonal polynomials that are used to solve the inverse spectral problem associated to elementary co-adjoint orbits of the Borel group of upper triangular matrices; these orbits are the phase space of…

We consider a wide class of determinants whose entries are moments of the so-called semiclassical functionals and we show that they are tau functions for an appropriate isomonodromic family which depends on the parameters of the symbols for…

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…

The Hamiltonian approach to the theory of dual isomonodromic deformations is developed within the framework of rational classical R-matrix structures on loop algebras. Particular solutions to the isomonodromic deformation equations…

We discuss recently discovered links of the statistical models of normal random matrices to some important physical problems of pattern formation and to the quantum Hall effect. Specifically, the large $N$ limit of the normal matrix model…

We give a probabilistic introduction to determinantal and permanental point processes. Determinantal processes arise in physics (fermions, eigenvalues of random matrices) and in combinatorics (nonintersecting paths, random spanning trees).…

The practically important classes of equal-input and of monotone Markov matrices are revisited, with special focus on embeddability, infinite divisibility, and mutual relations. Several uniqueness results for the classic Markov embedding…

Consider an $n \times n$ non-Hermitian random matrix $M_n$ whose entries are independent real random variables. Under suitable conditions on the entries, we study the fluctuations of the entries of $f(M_n)$ as $n$ tends to infinity, where…

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…

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…

A classical theorem of Ingham extended Parseval's formula of the trigonometrical system to arbitrary families of exponentials satisfying a uniform gap condition. Later his result was extended to several dimensions, but the optimal…