Fredholm determinants, differential equations and matrix models
From MaRDI portal
Publication:1328210
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.
Recommendations
- Fredholm determinants and the Camassa-Holm hierarchy
- Fredholm determinants
- Fredholm determinants and the mKdV/Sinh-Gordon hierarchies
- On multidimensional determinant differential-operator equations
- Fredholm determinants and \(\tau\)-functions
- An extension of the theory of Fredholm determinants
- scientific article; zbMATH DE number 3964671
- The Malgrange form and Fredholm determinants
- Integrability and matrix models
- Determinants in quantum matrix algebras and integrable systems
Cites work
- scientific article; zbMATH DE number 4136353 (Why is no real title available?)
- scientific article; zbMATH DE number 3824228 (Why is no real title available?)
- scientific article; zbMATH DE number 51346 (Why is no real title available?)
- scientific article; zbMATH DE number 475476 (Why is no real title available?)
- scientific article; zbMATH DE number 929734 (Why is no real title available?)
- scientific article; zbMATH DE number 3083637 (Why is no real title available?)
- Asymptotics of level-spacing distributions for random matrices
- DIFFERENTIAL EQUATIONS FOR QUANTUM CORRELATION FUNCTIONS
- Density matrix of an impenetrable Bose gas and the fifth Painlevé transcendent
- Eigenvalues and Condition Numbers of Random Matrices
- Estimates of asymmetric Freud polynomials on the real line
- Estimates of the Hermite and the Freud polynomials
- Fredholm determinants and inverse scattering problems
- Integral equations and exact solutions for the fourth Painlevé equation
- Level spacing distributions and the Bessel kernel
- Level-spacing distributions and the Airy kernel
- Monodromy preserving deformation of linear ordinary differential equations with rational coefficients. II
- Monodromy problem and the boundary condition for some Painlevé equations
- New family of unitary random matrices
- Nonperturbative two-dimensional quantum gravity
- On the Homotopy Groups of the Wedge of Spheres
- Painlevé functions of the third kind
- Statistical Theory of the Energy Levels of Complex Systems. I
- Strings in less than one dimension and the generalized KdV hierarchies
- Studies on the Painlevé equations. III: Second and fourth Painlevé equations, \(P_{II}\) and \(P_{IV}\)
- The asymptotics of a continuous analogue of orthogonal polynomials
- The spectrum edge of random matrix ensembles.
Cited in
(only showing first 100 items - show all)- Integrable operators and the squares of Hankel operators
- Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models
- scientific article; zbMATH DE number 5136550 (Why is no real title available?)
- Non-commutative Painlevé equations and Hermite-type matrix orthogonal polynomials
- Linear differential equations for the resolvents of the classical matrix ensembles
- Multicritical microscopic spectral correlators of Hermitian and complex matrices
- Asymptotics for the covariance of the Airy\(_{2}\) process
- Application of theτ-function theory of Painlevé equations to random matrices:PVI, the JUE, CyUE, cJUE and scaled limits
- Non-perturbative large \(N\) trans-series for the Gross-Witten-Wadia beta function
- scientific article; zbMATH DE number 2147314 (Why is no real title available?)
- Rank 1 real Wishart spiked model
- Quantization of Calogero-Painlevé system and multi-particle quantum Painlevé equations II-VI
- Large N Asymptotics in Random Matrices
- Joint moments of higher order derivatives of CUE characteristic polynomials. II: Structures, recursive relations, and applications
- Evenness symmetry and inter-relationships between gap probabilities in random matrix theory
- Integrable differential systems for deformed Laguerre–Hahn orthogonal polynomials
- Perturbed Hankel determinant, correlation functions and Painlevé equations
- Correlations for superpositions and decimations of Laguerre and Jacobi orthogonal matrix ensembles with a parameter
- Quantifying dip-ramp-plateau for the Laguerre unitary ensemble structure function
- Edge fluctuations and third-order phase transition in harmonically confined long-range systems
- Integrable structure of products of finite complex Ginibre random matrices
- Asymptotics of determinants of Hankel matrices via non-linear difference equations
- On determinant expansions for Hankel operators
- τ-function of discrete isomonodromy transformations and probability
- Asymptotic gap probability distributions of the Gaussian unitary ensembles and Jacobi unitary ensembles
- Nonlinear singular integral equations in Lebesgue spaces
- Special polynomials associated with rational solutions of the Painlevé equations and applications to soliton equations
- Complex Wishart matrices and conductance in mesoscopic systems: Exact results
- A path-transformation for random walks and the Robinson-Schensted correspondence
- Random matrices, Virasoro algebras, and noncommutative KP.
- Largest Schmidt eigenvalue of random pure states and conductance distribution in chaotic cavities
- Dirac and Schrödinger equations for the Fourier transform.
- On Wright's generalized Bessel kernel
- Level-spacing distributions and the Airy kernel
- Single-user MIMO system, Painlevé transcendents, and double scaling
- The complex elliptic Ginibre ensemble at weak non-Hermiticity: edge spacing distributions
- Computable structural formulas for the distribution of the \(\beta\)-Jacobi edge eigenvalues
- Harold Widom's work in random matrix theory
- On orthogonal and symplectic matrix ensembles
- Non-commutative matrix integrals and representation varieties of surface groups in a finite group.
- Universal structure and universal equations (PDE) for unitary ensembles
- Monodromy dependence and connection formulae for isomonodromic tau functions
- Differential equations for deformed Laguerre polynomials
- On the Bilinear Equations for Fredholm Determinants Appearing in Random Matrices
- Large gap asymptotics at the hard edge for product random matrices and Muttalib-Borodin ensembles
- Non-interacting fermions in hard-edge potentials
- Differential equations for Dyson processes
- Arctic curves of the four-vertex model
- Linear systems and determinantal random point fields
- Beyond universality in random matrix theory
- On the numerical evaluation of distributions in random matrix theory: a review
- Conformal field theory of Painlevé VI
- Classical-quantum correspondence and functional relations for Painlevé equations
- The largest real eigenvalue in the real Ginibre ensemble and its relation to the Zakharov-Shabat system
- Replica field theories, Painlevé transcendents, and exact correlation functions
- Quantum Painlevé-Calogero correspondence
- Last passage percolation and limit theorems in Barak-Erdős directed random graphs and related models
- Integral Operators in Random Matrix Theory
- Application of the τ‐function theory of Painlevé equations to random matrices: PV, PIII, the LUE, JUE, and CUE
- A degenerate Gaussian weight connected with Painlevé equations and Heun equations
- Random matrix theory in statistics: a review
- Local universality in biorthogonal Laguerre ensembles
- The asymptotics of a Bessel-kernel determinant which arises in random matrix theory
- Finite \(N\) corrections to the limiting distribution of the smallest eigenvalue of Wishart complex matrices
- On the scaling limit of a singular integral operator
- Commuting integral and differential operators and the master symmetries of the Korteweg–de Vries equation
- Return probability after a quench from a domain wall initial state in the spin-1/2 XXZ chain
- Center of mass distribution of the Jacobi unitary ensembles: Painlevé V, asymptotic expansions
- Asymptotics for the Fredholm determinant of the sine kernel on a union of intervals
- A PDE for the multi-time joint probability of the Airy process
- Some universal properties for restricted trace Gaussian orthogonal, unitary and symplectic ensembles
- Proofs of two conjectures related to the thermodynamic Bethe Ansatz
- The Fisher-Hartwig formula and entanglement entropy
- Functional form for the leading correction to the distribution of the largest eigenvalue in the GUE and LUE
- Random words, Toeplitz determinants and integrable systems. II
- Truncated Hermite polynomials
- Explicit barycentric weights for polynomial interpolation in the roots or extrema of classical orthogonal polynomials
- Gaussian unitary ensemble with jump discontinuities and the coupled Painlevé II and IV systems
- Kernels and point processes associated with Whittaker functions
- Universal results for correlations of characteristic polynomials: Riemann-Hilbert approach
- Differential identities for the structure function of some random matrix ensembles
- Random matrix models, double-time Painlevé equations, and wireless relaying
- Random matrices, vertex operators and the Virasoro algebra
- The Jacobi polynomial ensemble and the Painlevé VI equation
- Painlevé IV with both Parameters Zero: A Numerical Study
- Integrability, random matrices and Painlevé transcendents
- On integrable Ermakov-Painlevé IV systems
- Universality of the local eigenvalue statistics for a class of unitary invariant random matrix ensembles
- On the integrable structure of deformed sine kernel determinants
- Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
- Reflective prolate‐spheroidal operators and the adelic Grassmannian
- High-dimensional linear models: a random matrix perspective
- A centerless representation of the Virasoro algebra associated with the unitary circular ensemble
- Supersymmetry applied to the spectrum edge of random matrix ensembles
- Algebras of commuting differential operators for kernels of Airy type
- Probability of two large gaps in the bulk and at the edge of the spectrum of random matrices
- PDEs satisfied by extreme eigenvalues distributions of GUE and LUE
- Edgeworth expansion of the largest eigenvalue distribution function of Gaussian unitary ensemble revisited
- On fluctuations of eigenvalues of random Hermitian matrices.
- Edgeworth expansion of the largest eigenvalue distribution function of Gaussian orthogonal ensemble
This page was built for publication: Fredholm determinants, differential equations and matrix models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1328210)
