Fredholm determinants
DOI10.2478/S11533-011-0003-5zbMATH Open1223.46002OpenAlexW4238792424MaRDI QIDQ539196FDOQ539196
Authors: Henry P. McKean
Publication date: 27 May 2011
Published in: Central European Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2478/s11533-011-0003-5
Recommendations
Brownian motionrandom matricesFredholm operatorsfunction spacesdeterminantskernel operatorsKdV equation
Random matrices (algebraic aspects) (15B52) Brownian motion (60J65) KdV equations (Korteweg-de Vries equations) (35Q53) Research exposition (monographs, survey articles) pertaining to operator theory (47-02) (Semi-) Fredholm operators; index theories (47A53) Research exposition (monographs, survey articles) pertaining to functional analysis (46-02)
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- Grassmannian flows and applications to non-commutative non-local and local integrable systems
- Fredholm determinants and \(\tau\)-functions
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- Introduction to determinant theory including Fredholm's determinants
- On the numerical evaluation of Fredholm determinants
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- On the analyticity of the Fredholm determinant
- Fredholm determinant for piecewise monotonic transformations
- KP governs random growth off a 1-dimensional substrate
- Fredholm determinant of an integral operator driven by a diffusion process
- Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems
- The Fredholm determinant for a Dirac operator
- Fredholm determinants, differential equations and matrix models
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- Partial differential systems with non-local nonlinearities: generation and solutions
- The non-commutative Korteweg-de Vries hierarchy and combinatorial Pöppe algebra
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- Fredholm's alternative for quasidiagonal matrices
- Linear systems, Hankel products and the sinh-Gordon equation
- Fredholm's minors of arbitrary order: their representations as a determinant of resolvents and in terms of free fermions and an explicit formula for their functional derivative
- Computation of Fredholm determinants for quadratic Ornstein-Uhlenbeck functionals
- Tau functions associated with linear systems
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