On the Bilinear Equations for Fredholm Determinants Appearing in Random Matrices

DOI10.2991/JNMP.2002.9.4.11zbMATH Open1183.47044arXivsolv-int/9906004OpenAlexW2139478983MaRDI QIDQ4780628FDOQ4780628

Authors: J. Harnad 

Publication date: 13 May 2003

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

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.

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

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Mathematics Subject Classification ID

Probability distributions: general theory (60E05) 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) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Integral operators (47G10) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

Cites Work

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

Cited In (8)

• Universal structure and universal equations (PDE) for unitary ensembles
• 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
• On bilinear forms based on the resolvent of large random matrices
• Fredholm determinants and inverse scattering problems
• Integrable Fredholm operators and dual isomonodromic deformations
• From Painlevé to Zakharov–Shabat and beyond: Fredholm determinants and integro-differential hierarchies

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