Fredholm determinants, differential equations and matrix models

DOI10.1007/BF02101734zbMATH Open0813.35110arXivhep-th/9306042WikidataQ56950719 ScholiaQ56950719MaRDI QIDQ1328210FDOQ1328210

Craig A. Tracy, Harold Widom

Publication date: 1994

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Abstract: Orthogonal polynomial random matrix models of NxN hermitian matrices lead to Fredholm determinants of integral operators with kernel of the form (phi(x) psi(y) - psi(x) phi(y))/x-y. This paper is concerned with the Fredholm determinants of integral operators having kernel of this form and where the underlying set is a union of open intervals. The emphasis is on the determinants thought of as functions of the end-points of these intervals. We show that these Fredholm determinants with kernels of the general form described above are expressible in terms of solutions of systems of PDE's as long as phi and psi satisfy a certain type of differentiation formula. There is also an exponential variant of this analysis which includes the circular ensembles of NxN unitary matrices.

Full work available at URL: https://arxiv.org/abs/hep-th/9306042

zbMATH Keywords

[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Painlev%EF%BF%BD%EF%BF%BD+transcendents&go=Go Painlev�� transcendents]Jacobi ensemblesLaguerre ensemblesHermite ensemblessine, Airy and Bessel kernels

Mathematics Subject Classification ID

Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) KdV equations (Korteweg-de Vries equations) (35Q53)

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Cited In (only showing first 100 items - show all)

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• Non-commutative Painlevé equations and Hermite-type matrix orthogonal polynomials
• Application of theτ-function theory of Painlevé equations to random matrices:P_VI, the JUE, CyUE, cJUE and scaled limits
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• Asymptotic gap probability distributions of the Gaussian unitary ensembles and Jacobi unitary ensembles
• Nonlinear singular integral equations in Lebesgue spaces
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• A path-transformation for random walks and the Robinson-Schensted correspondence
• Special polynomials associated with rational solutions of the Painlevé equations and applications to soliton equations
• Random matrices, Virasoro algebras, and noncommutative KP.
• Dirac and Schrödinger equations for the Fourier transform.
• On Wright's generalized Bessel kernel
• Gap Probability at the Hard Edge for Random Matrix Ensembles with Pole Singularities in the Potential
• Non-commutative matrix integrals and representation varieties of surface groups in a finite group.
• On orthogonal and symplectic matrix ensembles
• Monodromy dependence and connection formulae for isomonodromic tau functions
• Differential equations for deformed Laguerre polynomials
• Differential equations for Dyson processes
• Linear systems and determinantal random point fields
• Beyond universality in random matrix theory
• Conformal field theory of Painlevé VI
• Classical-quantum correspondence and functional relations for Painlevé equations
• Replica field theories, Painlevé transcendents, and exact correlation functions
• Quantum Painlevé-Calogero correspondence
• Application of the τ‐function theory of Painlevé equations to random matrices: P_V, P_III, the LUE, JUE, and CUE
• Integral Operators in Random Matrix Theory
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• A PDE for the multi-time joint probability of the Airy process
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• Truncated Hermite polynomials
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• Explicit barycentric weights for polynomial interpolation in the roots or extrema of classical orthogonal polynomials
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• Painlevé IV with both Parameters Zero: A Numerical Study
• Universal results for correlations of characteristic polynomials: Riemann-Hilbert approach
• Universality of the local eigenvalue statistics for a class of unitary invariant random matrix ensembles
• Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
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