On the Bilinear Equations for Fredholm Determinants Appearing in Random Matrices

DOI10.2991/JNMP.2002.9.4.11MaRDI QIDQ4780628zbMATH OpenOpenAlexFDO

Authors J. Harnad

Publication date 13 May 2003

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

Copyright license Creative Commons Attribution 4.0 International

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

Mathematics Subject Classification ID

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

Abstract: It is shown how the bilinear differential equations satisfied by Fredholm determinants of integral operators appearing as spectral distribution functions for random matrices may be deduced from the associated systems of nonautonomous Hamiltonian equations satisfied by auxiliary canonical phase space variables introduced by Tracy and Widom. The essential step is to recast the latter as isomonodromic deformation equations for families of rational covariant derivative operators on the Riemann sphere and interpret the Fredholm determinants as isomonodromic $au$-functions.

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Cites work

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

Cited in

(10)

• A PDE for the multi-time joint probability of the Airy process
• Fredholm determinants and inverse scattering problems
• Integrable Fredholm operators and dual isomonodromic deformations
• On bilinear forms based on the resolvent of large random matrices
• scientific article; zbMATH DE number 1361549 (Why is no real title available?)
• Universal structure and universal equations (PDE) for unitary ensembles
• The correspondence between Tracy–Widom and Adler–Shiota–van Moerbeke approaches in random matrix theory: The Gaussian case
• From Painlevé to Zakharov–Shabat and beyond: Fredholm determinants and integro-differential hierarchies
• Hamiltonian structure of rational isomonodromic deformation systems
• Analytical properties of solutions to nonlinear systems of differential equations associated with some random matrix type models

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