Two Lax systems for the Painlevé II equation, and two related kernels in random matrix theory

DOI10.1137/16M1056080MaRDI QIDQ2827754zbMATH OpenOpenAlexFDO

Authors Karl Liechty, Dong Wang

Publication date 21 October 2016

Published in SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1601.01603

zbMATH Keywords

determinantal point processLax pairtacnode Riemann-Hilbert problemPainlevé II equation

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Integration, integrals of Cauchy type, integral representations of analytic functions in the complex plane (30E20) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) Painlevé-type functions (33E17)

Abstract: We consider two Lax systems for the homogeneous Painlev'{e} II equation: one of size $2imes2$ studied by Flaschka and Newell in the early 1980's, and one of size $4imes4$ introduced by Delvaux-Kuijlaars-Zhang and Duits-Geudens in the early 2010's. We prove that solutions to the $4imes4$ system can be derived from those to the $2imes2$ system via an integral transform, and consequently relate the Stokes multipliers for the two systems. As corollaries we are able to express two kernels for determinantal processes as contour integrals involving the Flaschka-Newell Lax system: the tacnode kernel arising in models of nonintersecting paths, and a critical kernel arising in a two-matrix model.

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Cited in

(6)

• Application of the τ‐function theory of Painlevé equations to random matrices: P_V, P_III, the LUE, JUE, and CUE
• Painlevé II in random matrix theory and related fields
• The \(k\)-tacnode process
• Fredholm determinant representation of the homogeneous Painlevé II τ-function
• Preface
• Nonintersecting Brownian bridges between reflecting or absorbing walls

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