On the Bilinear Equations for Fredholm Determinants Appearing in Random Matrices

DOI10.2991/jnmp.2002.9.4.11zbMath1183.47044arXivsolv-int/9906004OpenAlexW2139478983MaRDI QIDQ4780628

J. Harnad

Publication date: 13 May 2003

Published in: Journal of Nonlinear Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/solv-int/9906004

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Completely integrable infinite-dimensional Hamiltonian and Lagrangian systems, integration methods, integrability tests, integrable hierarchies (KdV, KP, Toda, etc.) (37K10) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) (Semi-) Fredholm operators; index theories (47A53) Integral operators (47G10) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

Related Items (4)

Hamiltonian structure of rational isomonodromic deformation systems ⋮ A PDE for the multi-time joint probability of the Airy process ⋮ The correspondence between Tracy–Widom and Adler–Shiota–van Moerbeke approaches in random matrix theory: The Gaussian case ⋮ Universal structure and universal equations (PDE) for unitary ensembles

Cites Work

• Isospectral Hamiltonian flows in finite and infinite dimensions. I: Generalized Moser systems and moment maps into loop algebras
• Completely integrable systems, Euclidean Lie algebras, and curves
• Level-spacing distributions and the Airy kernel
• Level spacing distributions and the Bessel kernel
• Dual isomonodromic deformations and moment maps to loop algebras
• Integrable Fredholm operators and dual isomonodromic deformations
• The spectrum edge of random matrix ensembles.
• Random matrices, Virasoro algebras, and noncommutative KP.

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