Non-linear PDEs for gap probabilities in random matrices and KP theory
From MaRDI portal
Publication:1935163
DOI10.1016/j.physd.2012.08.016zbMath1270.35205arXiv1104.4268OpenAlexW2037456192MaRDI QIDQ1935163
Pierre van Moerbeke, Mark Adler, Mattia Cafasso
Publication date: 30 January 2013
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1104.4268
Random matrices (probabilistic aspects) (60B20) Completely integrable infinite-dimensional Hamiltonian and Lagrangian systems, integration methods, integrability tests, integrable hierarchies (KdV, KP, Toda, etc.) (37K10) Systems of nonlinear higher-order PDEs (35G50)
Related Items
Higher Order Airy and Painlevé Asymptotics for the mKdV Hierarchy, Gap probability for the hard edge Pearcey process, A Riemann Hilbert approach to the study of the generating function associated to the Pearcey process, Differential equations for the KPZ and periodic KPZ fixed points, Universal cusp scaling in random partitions, KP integrability of triple Hodge integrals. II: Generalized Kontsevich matrix model, A Survey on the Eigenvalues Local Behavior of Large Complex Correlated Wishart Matrices
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On asymptotics for the Airy process
- A PDE for non-intersecting Brownian motions and applications
- From the Pearcey to the Airy process.
- Vertex operators and \(\tau\)-functions. Transformation groups for soliton equations. II
- Differential equations for Dyson processes
- The Pearcey process
- Universality for the Pearcey process
- Loop groups and equations of KdV type
- An analytic description of the vector constrained KP hierarchy
- The vector \(k\)-constrained KP hierarchy and Sato's Grassmannian
- Scale invariance of the PNG droplet and the Airy process
- Discrete polynuclear growth and determinantal processes
- Integrable Fredholm operators and dual isomonodromic deformations
- A system of differential equations for the Airy process
- Correlations of nearby levels induced by a random potential
- A Lax representation for the vertex operator and the central extension
- Riemann-Hilbert approach to multi-time processes: the Airy and the Pearcey cases
- Random matrices, Virasoro algebras, and noncommutative KP.
- The arctic circle boundary and the Airy process
- PDEs for the joint distributions of the Dyson, Airy and Sine processes
- The Transition between the Gap Probabilities from the Pearcey to the Airy Process—a Riemann–Hilbert Approach
- Various equations for gap probabilities of coupled Gaussian matrices
- Higher-order analogues of the Tracy-Widom distribution and the Painlevé II hierarchy
- Mixed correlation function and spectral curve for the 2-matrix model
- Dyson's nonintersecting Brownian motions with a few outliers
- Fredholm determinants, Jimbo‐Miwa‐Ueno τ‐functions, and representation theory
- Universal structure and universal equations (PDE) for unitary ensembles
- PDEs for the Gaussian ensemble with external source and the Pearcey distribution
- Nonlinear PDEs for Fredholm determinants arising from string equations
- DIFFERENTIAL EQUATIONS FOR QUANTUM CORRELATION FUNCTIONS
