Bessel kernel determinants and integrable equations

DOI10.1007/S00023-024-01527-XMaRDI QIDQ6971148zbMATH OpenFDO

Authors Giulio Ruzza

Publication date 17 June 2025

Published in Annales Henri Poincaré (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00023-024-01527-X

zbMATH Keywords

Liouville theoremRiemann-Hilbert problemsBessel processPainlevé V equations

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Riemann-Hilbert problems in context of PDEs (35Q15) Completely integrable infinite-dimensional Hamiltonian and Lagrangian systems, integration methods, integrability tests, integrable hierarchies (KdV, KP, Toda, etc.) (37K10)

Cites work

• scientific article; zbMATH DE number 193915 (Why is no real title available?)
• scientific article; zbMATH DE number 2212219 (Why is no real title available?)
• A Riemann-Hilbert approach to asymptotic problems arising in the theory of random matrix models, and also in the theory of integrable statistical mechanics
• Airy kernel determinant solutions to the KdV equation and integro-differential Painlevé equations
• Asymptotics of determinants of Bessel operators
• Asymptotics of free fermions in a quadratic well at finite temperature and the Moshe-Neuberger-Shapiro random matrix model
• Combinatorics and random matrix theory
• DIFFERENTIAL EQUATIONS FOR QUANTUM CORRELATION FUNCTIONS
• Determinantal point process models and statistical inference
• Determinantal point processes
• Determinantal point processes conditioned on randomly incomplete configurations
• Determinantal random point fields
• Evolution equations possessing infinitely many symmetries
• From Gumbel to Tracy-Widom
• Integrable Fredholm operators and dual isomonodromic deformations
• Integral Operators in Random Matrix Theory
• Jánossy Densities and Darboux Transformations for the Stark and Cylindrical KdV Equations
• Level spacing distributions and the Bessel kernel
• Moments match between the KPZ equation and the Airy point process
• Negative powers of Olver recursion operators
• Non-interacting fermions in hard-edge potentials
• On the integrable structure of deformed sine kernel determinants
• Peaks of cylindric plane partitions
• Probability distribution of the free energy of the continuum directed random polymer in 1 + 1 dimensions
• The complex elliptic Ginibre ensemble at weak non-Hermiticity: bulk spacing distributions
• The complex elliptic Ginibre ensemble at weak non-Hermiticity: edge spacing distributions
• The generating function for the Bessel point process and a system of coupled Painlevé V equations
• Universality for multiplicative statistics of Hermitian random matrices and the integro-differential Painlevé II equation

Cited in

(4)

• On moments of the derivative of CUE characteristic polynomials and the Riemann zeta function
• Fredholm determinants from Schrödinger-type equations, and deformation of Tracy-Widom distribution
• Deformations of biorthogonal ensembles and universality
• Deformations of OP ensembles in a bulk critical scaling

This page was built for publication: Bessel kernel determinants and integrable equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6971148)