Linear systems and determinantal random point fields (Q1018357)

The paper deals with symmetric Hamiltonian systems of ordinary differential equations and determines the properties of kernels and associated determinantal random point fields that arise from them. A random point field \((P,\Lambda,\mathcal{B})\) on \(\mathbb{R}\) is a probability measure \(P: \mathcal{B} \rightarrow\) \([0,1]\). It is known that if \(K: \mathbb{R}_+ \times \mathbb{R}_+ \rightarrow \mathbb{C}\) is a continuous kernel such that {\parindent=6mm \begin{itemize} \item[(i)] the integral operator with kernel \(K(x,y)\) on \(L_2(\mathbb{R}_+)\) satisfies \(0 \leq K \leq 1\), \item [(ii)] the kernel \(I_{[a,b]}(x)KI_{[a,b]}(y)\) on \(L_2(\mathbb{R}_+)\) is of trace class for all finite \(a, b\), \end{itemize}} then there exists a random point field such that the correlation functions satisfy \[ \rho_n(x_1, \dots, x_n)=\det{[K(x_j,x_k)]_{j,k=1}^n}, \;n=1,2,\dots \] In this case, \((P,\Lambda,\mathcal{B})\) is the determinantal random point field generated by \(K\). For suitable linear systems \((-A,B,C)\) with one-dimensional input and output spaces, the author proves that there exists a Hankel operator \(\Gamma\) with kernel \(\phi_{(x)}(s+t)=Ce^{-(2x+s+t)A}B\) such that \(g_x(z)=\det{(I+(z-1)\Gamma \Gamma^+)}\) is the generating function of a determinantal random point field on \((0,+\infty)\), where \(\Gamma^+\) denotes the adjoint of \(\Gamma\). The inverse scattering transform for the Zakharov-Shabat system involves a Gelfand-Levitan integral equation such that the trace of the diagonal of the solution gives \(\frac{\partial}{\partial x}\log{g_x(z)}\). Finally, when \(A \geq 0\) is a finite matrix and \(B=C^+\), there exists a determinantal random point field such that the largest point has a generalized logistic distribution.