Fredholm determinants

Random matrices (algebraic aspects) (15B52) KdV equations (Korteweg-de Vries equations) (35Q53) Research exposition (monographs, survey articles) pertaining to functional analysis (46-02) Research exposition (monographs, survey articles) pertaining to operator theory (47-02) (Semi-) Fredholm operators; index theories (47A53) Brownian motion (60J65)

Review text

The Fredholm alternative is one of the cornerstones of Functional Analysis. In his classical paper ``Sur une classe d'équations fonctionnelles [Acta Math. 27, 365--390 (1903; JFM 34.0422.02)], \textit{I.~Fredholm} obtained it by means of his theory of determinants, which nowadays has somewhat gone into oblivion, being replaced by the Riesz-Schauder method. It is the purpose of this interesting survey paper to display Fredholm's ideas in the simplest possible terms and as concretely as possible. To this end, the author first reviews finite-dimensional determinants in a form suitable for infinite-dimensional extensions. He then goes on to define and study determinants of operators of the form \(\text{Id}+K\), where \(K\) is an integral operator with a continuous kernel on \(C[0,1]\) (a ``Fredholm integral operator in modern parlance), including Cramer's rule adapted to this setting. As in many survey papers, the narrative is informal, at times skipping technical details. The final section presents applications of this determinant theory to Brownian motion, the KdV equation and random matrices. Reviewer's remark: In addition to the references given in the paper, the reader might wish to look at [\textit{B.~Carl} and \textit{C.~Schiebold}, ``Nonlinear equations in soliton physics and operator ideals, Nonlinearity 12, No.~2, 333--364 (1999; Zbl 0940.35175)] and [\textit{F.~Bornemann}, ``On the numerical evaluation of Fredholm determinants, Math.\ Comput.\ 79, No.~270, 871--915 (2010; Zbl 1208.65182)] for more recent applications of Fredholm determinants and [\textit{A.~Pietsch}, Eigenvalues and \(s\)-numbers. Cambridge Studies in Advanced Mathematics,~13.\ Cambridge etc.:\ Cambridge University Press (1987; Zbl 0615.47019)] for an axiomatic approach to determinants.

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