Fredholm Determinants, Differential Equations and Matrix Models
Tracy, Craig A. ; Widom, Harold
arXiv, 9306042 / Harvested from arXiv
Text on arXiv
Orthogonal polynomial random matrix models of NxN hermitian matrices lead to Fredholm determinants of integral operators with kernel of the form (phi(x) psi(y) - psi(x) phi(y))/x-y. This paper is concerned with the Fredholm determinants of integral operators having kernel of this form and where the underlying set is a union of open intervals. The emphasis is on the determinants thought of as functions of the end-points of these intervals. We show that these Fredholm determinants with kernels of the general form described above are expressible in terms of solutions of systems of PDE's as long as phi and psi satisfy a certain type of differentiation formula. There is also an exponential variant of this analysis which includes the circular ensembles of NxN unitary matrices.
Publié le : 1993-06-07
Classification:  High Energy Physics - Theory,  Mathematical Physics,  Nonlinear Sciences - Exactly Solvable and Integrable Systems 
@article{9306042,
     author = {Tracy, Craig A. and Widom, Harold},
     title = {Fredholm Determinants, Differential Equations and Matrix Models},
     journal = {arXiv},
     volume = {1993},
     number = {0},
     year = {1993},
     language = {en},
     url = {http://dml.mathdoc.fr/item/9306042}
}

Tracy, Craig A.; Widom, Harold. Fredholm Determinants, Differential Equations and Matrix Models. arXiv, Tome 1993 (1993) no. 0, . http://gdmltest.u-ga.fr/item/9306042/