Fredholm determinant representation of the Painlevé II $τ$-function
Harini Desiraju
备注：
29 pages, 8 figures. V3: some signs corrected; v4: There was an error with the t-derivative that is fixed in this version. This changes a factor of 2 in the subleasing term of the main result
We formulate the generic $τ$-function of the Painlevé II equation as a Fredholm determinant of an integrable (Its-Izergin-Korepin-Slavnov) operator. The $τ$-function depends on the isomonodromic time $t$ and two Stokes' parameters, and the vanishing locus of the $τ$-function, called the Malgrange divisor is determined by the zeros of the Fredholm determinant.
We study the determinant $\det(I-K_{\textnormal{PII}})$ of an integrable Fredholm operator $K_{\textnormal{PII}}$ acting on the interval $(-s,s)$ whose kernel is constructed out of the $Ψ$-function associated with the Hastings-McLeod solution of the second Painlevé equation. This Fredholm determinant describes the critical behavior of the eigenvalue gap probabilities of a random Hermitian matrix chosen from the Unitary Ensemble in the bulk double scaling limit near a quadratic zero of the limiting mean eigenvalue density. Using the Riemann-Hilbert method, we evaluate the large $s$-asymptotics …
We consider Fredholm determinants of matrix convolution operators associated to matrix versions of the $n - $th Airy functions. Using the theory of integrable operators, we relate them to a fully noncommutative Painlevé II hierarchy, defined through a matrix valued version of the Lenard operators. In particular, the Riemann-Hilbert technique used to study these integrable operators allows to find a Lax pair for each member of the hierarchy. Finally, the coefficients of the Lax matrices are explicitely written in terms of these matrix valued Lenard operators and some solution of the hierarchy a…
We extend the formalism of integrable operators a' la Its-Izergin-Korepin-Slavnov to matrix-valued convolution operators on a semi-infinite interval and to matrix integral operators with a kernel of the form E_1^T(x) E_2(y)/(x+y) thus proving that their resolvent operators can be expressed in terms of solutions of some specific Riemann-Hilbert problems. We also describe some applications, mainly to a noncommutative version of Painleve' II (recently introduced by Retakh and Rubtsov), a related noncommutative equation of Painleve' type. We construct a particular family of solutions of the noncom…
We study Fredholm determinants of a class of integral operators, whose kernels can be expressed as double contour integrals of a special type. Such Fredholm determinants appear in various random matrix and statistical physics models. We show that the logarithmic derivatives of the Fredholm determinants are directly related to solutions of the Painlevé II hierarchy. This confirms and generalizes a recent conjecture by Le Doussal, Majumdar, and Schehr. In addition, we obtain asymptotics at $\pm\infty$ for the Painlevé transcendents and large gap asymptotics for the corresponding point processes.
A Tau function for $q$-Painlevé VI as a Fredholm determinant
Mathematical Institute, Andrew Wiles Building, Woodstock Rd, Oxford OX2 6GG, United Kingdom（数学研究所）；School of Mathematics and Statistics, University of Sydney, Camperdown, NSW 2006, Australia（悉尼大学数学与统计学院）
We study Fredholm determinants related to a family of kernels which describe the edge eigenvalue behavior in unitary random matrix models with critical edge points. The kernels are natural higher order analogues of the Airy kernel and are built out of functions associated with the Painlevé I hierarchy. The Fredholm determinants related to those kernels are higher order generalizations of the Tracy-Widom distribution. We give an explicit expression for the determinants in terms of a distinguished smooth solution to the Painlevé II hierarchy. In addition we compute large gap asymptotics for the …
As Fredholm determinants are more and more frequent in the context of stochastic integrability, we unveil the existence of a common framework in many integrable systems where they appear. This consists in a quasi-universal hierarchy of equations, partly unifying an integro-differential generalization of the Painlevé II hierarchy, the finite-time solutions of the Kardar-Parisi-Zhang equation, multi-critical fermions at finite temperature and a notable solution to the Zakharov-Shabat system associated to the largest real eigenvalue in the real Ginibre ensemble. As a byproduct, we obtain the expl…
We study Fredholm determinants of the Painlevé II and Painlevé XXXIV kernels. In certain critical unitary random matrix ensembles, these determinants describe special gap probabilities of eigenvalues. We obtain Tracy-Widom formulas for the Fredholm determinants, which are explicitly given in terms of integrals involving a family of distinguished solutions to the coupled Painlevé II system in dimension four. Moreover, the large gap asymptotics for these Fredholm determinants are derived, where the constant terms are given explicitly in terms of the Riemann zeta-function.
In this paper we consider a Hankel determinant formula for generic solutions of the Painleve' II equation. We show that the generating functions for the entries of the Hankel determinants are related to the asymptotic solution at infinity of the linear problem of which the Painleve' II equation describes the isomonodromic deformations.
Riemann-Hilbert problems, Fredholm determinants, explicit combinatorial expansions, and connection formulas for the general $q$-Painlevé III$_3$ tau functions
$τ$-functions of certain Painlevé equations (PVI,PV,PIII) can be expressed as a Fredholm determinant. Further, the minor expansion of these determinants provide an interesting connection to Random partitions. This paper is a step towards understanding whether the $τ$-function of Painlevé II has a Fredholm determinant representation. The Ablowitz-Segur family of solutions are special one parameter solutions of Painlevé II and the corresponding $τ$-function is known to be the Fredholm determinant of the Airy Kernel. We develop a formalism for open contour in parallel to the one formulated in \ci…
Under the Flaschka-Newell Lax pair, the Darboux transformation for the Painlevé-II equation is constructed by the limiting technique. With the aid of the Darboux transformation, the rational solutions are represented by the Gram determinant, and then we give the large $y$ asymptotics of the determinant and the rational solutions. Finally, the solution of the corresponding Riemann-Hilbert problem is obtained from the Darboux matrices.
The gap probabilities at the hard and soft edges of scaled random matrix ensembles with orthogonal symmetry are known in terms of $τ$-functions. Extending recent work relating to the soft edge, it is shown that these $τ$-functions, and their generalizations to contain a generating function parameter, can be expressed as Fredholm determinants. These same Fredholm determinants also occur in exact expressions for gap probabilities in scaled random matrix ensembles with unitary and symplectic symmetry.
For a wide class of Hermitian random matrices, the limit distribution of the eigenvalues close to the largest one is governed by the Airy point process. In such ensembles, the limit distribution of the k-th largest eigenvalue is given in terms of the Airy kernel Fredholm determinant or in terms of Tracy-Widom formulas involving solutions of the Painlevé II equation. Limit distributions for quantities involving two or more near-extreme eigenvalues, such as the gap between the k-th and the \ell-th largest eigenvalue or the sum of the k largest eigenvalues, can be expressed in terms of Fredholm d…
The authors show that a wide class of Fredholm determinants arising in the representation theory of "big" groups such as the infinite-dimensional unitary group, solve Painleve equations. Their methods are based on the theory of integrable operators and the theory of Riemann-Hilbert problems.
In this paper, we consider the deformed Fredholm determinant of the confluent hypergeometric kernel. This determinant represents the gap probability of the corresponding determinantal point process where each particle is removed independently with probability $1- γ$, $0 \leq γ<1$. We derive asymptotics of the deformed Fredholm determinant when the gap interval tends to infinity, up to and including the constant term. As an application of our results, we establish a central limit theorem for the eigenvalue counting function and a global rigidity upper bound for its maximum deviation.
We consider the factorization problem of matrix symbols relative to a closed contour, i.e., a Riemann-Hilbert problem, where the symbol depends analytically on parameters. We show how to define a function $τ$ which is locally analytic on the space of deformations and that is expressed as a Fredholm determinant of an operator of "integrable" type in the sense of Its-Izergin-Korepin-Slavnov. The construction is not unique and the non-uniqueness highlights the fact that the tau function is really the section of a line bundle.
The diagonal spin-spin correlations of the square lattice Ising model, originally expressed as Toeplitz determinants, are given by two distinct Fredholm determinants - one with an integral operator having an Appell function kernel and another with a summation operator having a Gauss hypergeometric function kernel. Either determinant allows for a Neumann expansion possessing a natural λ- parameter generalisation and we prove that both expansions are in fact equal, implying a continuous and a discrete representation of the form factors. Our proof employs an extension of the classic study by Gero…
We study the Fredholm determinant of an integrable operator acting on the interval $(0,s)$ whose kernel is constructed out of a hierarchy of higher order analogues to the Painlevé III equation. This Fredholm determinant describes the critical behavior of the eigenvalue gap probability at the hard edge of unitary invariant random matrix ensembles perturbed by poles of order $k$ in the double scaling regime. Using the Riemann-Hilbert method, we obtain the large $s$ asymptotics of the Fredholm determinant. Moreover, we derive a Painlevé type formula of the Fredholm determinant, which is expressed…
This paper studies the Hankel determinant generated by a perturbed Jacobi weight, which is closely related to the largest and smallest eigenvalue distribution of the degenerate Jacobi unitary ensemble. By using the ladder operator approach for the orthogonal polynomials, we find that the logarithmic derivative of the Hankel determinant satisfies a nonlinear second-order differential equation, which turns out to be the Jimbo-Miwa-Okamoto $σ$-form of the Painlevé VI equation by a translation transformation. We also show that, after a suitable double scaling, the differential equation is reduced …
Explicit determinant formulas are presented for the $τ$ functions of the generalized Painlevé equations of type $A$. This result allows an interpretation of the $τ$-functions as the Plücker coordinates of the universal Grassmann manifold.
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 $τ$-functions.
The goal of this article is to prove that the determinantal formulas of the Painlev'e 2 system identify with the correlation functions computed from the topological recursion on their spectral curve for an arbitrary non-zero monodromy parameter. The result is established for two different Lax pairs associated to the Painlev'e 2 system, namely the Jimbo-Miwa Lax pair and the Harnad-Tracy-Widom Lax pair, whose spectral curves are not connected by any symplectic transformation. We provide a new method to prove the topological type property without using the insertion operators. In the process, ta…
We prove that Fredholm determinants of the form det(1-K_s), where K_s is the restriction of either the discrete Bessel kernel or the discrete {}_2F_1 kernel to {s,s+1,...}, can be expressed through solutions of discrete Painleve II and V equations, respectively. These Fredholm determinants can also be viewed as distribution functions of the first part of the random partitions distributed according to a poissonized Plancherel measure and a z-measure, or as normalized Toeplitz determinants with symbols exp(η(u+1/u)) and (1+u)^z(1+ξ/u)^{z'}. The proofs are based on a general formalism involving d…
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 a…
For a particular class of integral operators $K$ we show that the quantity \[\ph:=\log \det (I+K)-\log \det (I-K)\] satisfies both the integrated mKdV hierarchy and the sinh-Gordon hierarchy. This proves a conjecture of Zamolodchikov.
The Pearcey kernel is a classical and universal kernel arising from random matrix theory, which describes the local statistics of eigenvalues when the limiting mean eigenvalue density exhibits a cusp-like singularity. It appears in a variety of statistical physics models beyond matrix models as well. We consider the Fredholm determinant of a trace class operator acting on $L^2\left(-s, s\right)$ with the Pearcey kernel. Based on a steepest descent analysis for a $3\times 3$ matrix-valued Riemann-Hilbert problem, we obtain asymptotics of the Fredholm determinant as $s\to +\infty$, which is also…
We consider Dirichlet-to-Neumann maps associated with (not necessarily self-adjoint) Schrodinger operators describing nonlocal interactions in $L^2(Ω; d^n x)$, $n\geq 2$, where $Ω$ is an open set with a compact, nonempty boundary satisfying certain regularity conditions. As an application we describe a reduction of a certain ratio of Fredholm perturbation determinants associated with operators in $L^2(Ω; d^n x)$ to Fredholm perturbation determinants associated with operators in $L^2(\partialΩ; d^{n-1}σ)$. This leads to an extension of a variant of a celebrated formula due to Jost and Pais, whi…
We consider Dirichlet-to-Neumann maps associated with (not necessarily self-adjoint) Schrodinger operators in $L^2(Ω; d^n x)$, $n=2,3$, where $Ω$ is an open set with a compact, nonempty boundary satisfying certain regularity conditions. As an application we describe a reduction of a certain ratio of modified Fredholm perturbation determinants associated with operators in $L^2(Ω; d^n x)$ to modified Fredholm perturbation determinants associated with operators in $L^2(\partialΩ; d^{n-1}σ)$, $n=2,3$. This leads to a two- and three-dimensional extension of a variant of a celebrated formula due to …
We revisit the computation of (2-modified) Fredholm determinants for operators with matrix-valued semi-separable integral kernels. The latter occur, for instance, in the form of Green's functions associated with closed ordinary differential operators on arbitrary intervals on the real line. Our approach determines the (2-modified) Fredholm determinants in terms of solutions of closely associated Volterra integral equations, and as a result offers a natural way to compute such determinants. We illustrate our approach by identifying classical objects such as the Jost function for half-line Schrö…
We prove that the isomonodromic tau function on a torus with Fuchsian singularities and generic monodromies in $GL(N,\mathbb{C})$ can be written in terms of a Fredholm determinant of Cauchy-Plemelj operators. We further show that the minor expansion of this Fredholm determinant is described by a series labeled by charged partitions. As an example, we show that in the case of $SL(2,\mathbb{C})$ this combinatorial expression takes the form of a dual Nekrasov-Okounkov partition function, or equivalently of a free fermion conformal block on the torus. Based on these results, we also propose a defi…
We consider a multiple integral representation for the finite temperature density-density correlation functions of the one-dimensional Bose gas with delta function interaction in the limits of infinite and vanishing repulsion. In the former case a known Fredholm determinant is recovered. In the latter case a similar expression appears with permanents replacing determinants.
We establish interpolation problems related to all the $q$-Painlevé equations of types from $E_7^{(1)}$ to $(A_2+A_1)^{(1)}$. By solving those problems, we can derive the evolution equations, the scalar Lax pairs and the determinant formulae of special solutions for the corresponding $q$-Painlevé equations.
This paper studies the Hankel determinants generated by a discontinuous Gaussian weight with one and two jumps. It is an extension of Chen and Pruessner \cite{Chen2005}, in which they studied the discontinuous Gaussian weight with a single jump. By using the ladder operator approach, we obtain a series of difference and differential equations to describe the Hankel determinant for the single jump case. These equations include the Chazy II equation, continuous and discrete Painlevé IV. In addition, we consider the large $n$ behavior of the corresponding orthogonal polynomials and prove that the…
The probability that an interval $I$ is free of eigenvalues in a matrix ensemble with unitary symmetry is given by a Fredholm determinant. When the weight function in the matrix ensemble is a classical weight function, and the interval $I$ includes an endpoint of the support, Tracy and Widom have given a formalism which gives coupled differential equations for the required probability and some auxilary quantities. We summarize and extend earlier work by expressing the probability and some of the auxilary quantities in terms of Painlevé transcendents.
In this paper, we study the Hankel determinant generated by a singularly perturbed Gaussian weight $$ w(x,t)=\mathrm{e}^{-x^{2}-\frac{t}{x^{2}}},\;\;x\in(-\infty, \infty),\;\;t>0. $$ By using the ladder operator approach associated with the orthogonal polynomials, we show that the logarithmic derivative of the Hankel determinant satisfies both a non-linear second order difference equation and a non-linear second order differential equation. The Hankel determinant also admits an integral representation involving a Painlevé III$'$. Furthermore, we consider the asymptotics of the Hankel determina…
We prove that under n^{1/3} scaling, the limiting distribution as n goes to infinity of the free energy of Seppalainen's log-Gamma discrete directed polymer is GUE Tracy-Widom. The main technical innovation we provide is a general identity between a class of n-fold contour integrals and a class of Fredholm determinants. Applying this identity to the integral formula proved in [Corwin-O'Connell-Seppalainen-Zygouras] for the Laplace transform of the log-Gamma polymer partition function, we arrive at a Fredholm determinant which lends itself to asymptotic analysis (and thus yields the free energy…
String equations related to 2D gravity seem to provide, quite naturally and systematically, integrable kernels, in the sense of Its-Izergin-Korepin and Slavnov. Some of these kernels (besides the "classical" examples of Airy and Pearcey) have already appeared in random matrix theory and they have a natural Wronskian structure, given by one of the operators in the string relation $[L^\pm,Q^\pm] = \pm 1$, namely $L^\pm$. The kernels are intimately related to wave functions for Gel'fand-Dickey reductions of the KP hierarchy. The Fredholm determinants of these kernels also satisfy Virasoro constra…
In this paper we treat the multiparticle hopping asymmetric diffusion model (MADM) of which initial configuration is such that a single site is occupied by infinitely many particles and all other sites are empty. We show that the probability distribution of the $m^{\textrm{th}}$ leftmost particle's position at time $t$ is represented by a Fredholm determinant. Also, we consider an exclusion process type model of the MADM, which is the (two-sided) PushASEP. For the PushASEP with the step Bernoulli initial condition, we find a Fredholm determinant representation of the probability distribution o…
Recently we studied Padé interpolation problems of $q$-grid, related to $q$-Painlevé equations of type $E_7^{(1)}$, $E_6^{(1)}$, $D_5^{(1)}$, $A_4^{(1)}$ and $(A_2+A_1)^{(1)}$. By solving those problems, we could derive evolution equations, scalar Lax pairs and determinant formulae of special solutions for the corresponding $q$-Painlevé equations. It is natural that the $q$-Painlevé equations were derived by the interpolation method of $q$-grid, but it may be interesting in terms of differential grid that the Padé interpolation method of differential grid (i.e. Padé approximation method) has b…
We study the Hankel determinants associated with the weight $$w(x;t)=(1-x^2)^β(t^2-x^2)^αh(x),~x\in(-1,1),$$ where $β>-1$, $α+β>-1$, $t>1$, $h(x)$ is analytic in a domain containing $[-1,1]$ and $h(x)>0$ for $x\in[-1,1]$. In this paper, based on the Deift-Zhou nonlinear steepest descent analysis, we study the double scaling limit of the Hankel determinants as $n\to \infty$ and $t\to 1$. We obtain the asymptotic approximations of the Hankel determinants, evaluated in terms of the Jimbo-Miwa-Okamoto $σ$-function for the Painlevé III equation. The asymptotics of the leading coefficients and the r…
We derive Fredholm determinant representation for isomonodromic tau functions of Fuchsian systems with $n$ regular singular points on the Riemann sphere and generic monodromy in $\mathrm{GL}(N,\mathbb C)$. The corresponding operator acts in the direct sum of $N(n-3)$ copies of $L^2(S^1)$. Its kernel has a block integrable form and is expressed in terms of fundamental solutions of $n-2$ elementary 3-point Fuchsian systems whose monodromy is determined by monodromy of the relevant $n$-point system via a decomposition of the punctured sphere into pairs of pants. For $N=2$ these building blocks ha…
We study double integral representations of Christoffel-Darboux kernels associated with two examples of Hermite-type matrix orthogonal polynomials. We show that the Fredholm determinants connected with these kernels are related through the Its-Izergin-Korepin-Slavnov (IIKS) theory with a certain Riemann-Hilbert problem. Using this Riemann-Hilbert problem we obtain a Lax pair whose compatibility conditions lead to a non-commutative version of the Painleve' IV differential equation for each family.
We study Padé interpolation problems on an additive grid, related to additive difference ($d$-) Painlevé equations of type $E_7^{(1)}$, $E_6^{(1)}$, $D_4^{(1)}$ and $A_3^{(1)}$. By choosing suitable Padé problems, we can derive time evolution equations, scalar Lax pairs of contiguous type and determinant formulae of special solutions given in terms of hypergeometric functions, for the corresponding $d$-Painlevé equations.
Continuing a line of investigation initiated in [11] exploring the connections between Jost and Evans functions and (modified) Fredholm determinants of Birman-Schwinger type integral operators, we here examine the stability index, or sign of the first nonvanishing derivative at frequency zero of the characteristic determinant, an object that has found considerable use in the study by Evans function techniques of stability of standing and traveling wave solutions of partial differential equations (PDE) in one dimension. This leads us to the derivation of general perturbation expansions for anal…
In this paper, we construct the Hankel determinant representation of the rational solutions for the fifth Painlevé equation through the Umemura polynomials. Our construction gives an explicit form of the Umemura polynomials $σ_{n}$ for $ n\geq 0$ in terms of the Hankel Determinant formula. Besides, We compute the generating function of the entries in terms of logarithmic derivative of the Heun Confluent Function.
We study interaction-induced correlations in Luttinger liquid with multiple Fermi edges. Many-particle correlation functions are expressed in terms of Fredholm determinants ${\rm det}(1+\hat{A}\hat{B})$, where $A(ε)$ and $B(t)$ have multiple discontinuities in energy and time spaces. Such determinants are a generalization of Toeplitz determinants with Fisher-Hartwig singularities. We propose a general asymptotic formula for this class of determinants and provide analytical and numerical support to this conjecture. This allows us to establish non-equilibrium power-law singularities of many-part…
We study the Fredholm determinant of an integral operator associated to the hard edge Pearcey kernel. This determinant appears in a variety of random matrix and non-intersecting paths models. By relating the logarithmic derivatives of the Fredholm determinant to a $3 \times 3$ Riemann-Hilbert problem, we obtain asymptotics of the determinant, which is also known as the large gap asymptotics for the corresponding point process.
Metastability appears when a thermodynamic system, such as supercooled water (which is liquid below freezing temperature), lands on the "wrong" side of a phase transition, and remains for a very long time in a state different from its equilibrium state. There exist numerous mathematical models describing this phenomenon, including lattice models with stochastic dynamics. In this text, we will be interested in metastability in parabolic stochastic partial differential equations (SPDEs). Some of these equations are ill-posed, and only thanks to very recent progress in the theory of so-called sin…
In previous work the authors found integral formulas for probabilities in the asymmetric simple exclusion process (ASEP) on the integer lattice. The dynamics are uniquely determined once the initial state is specified. In this note we restrict our attention to the case of step initial condition with particles at the positive integers, and consider the distribution function for the m'th particle from the left. In the previous work an infinite series of multiple integrals was derived for this distribution. In this note we show that the series can be summed to give a single integral whose integra…
We study the one parameter family of Fredholm determinants $\det(I-γK_{\textnormal{csin}}),γ\in\mathbb{R}$ of an integrable Fredholm operator $K_{\textnormal{csin}}$ acting on the interval $(-s,s)$ whose kernel is a cubic generalization of the sine kernel which appears in random matrix theory. This Fredholm determinant appears in the description of the Fermi distribution of semiclassical non-equilibrium Fermi states in condensed matter physics as well as in random matrix theory. Using the Riemann-Hilbert method, we calculate the large $s$-asymptotics of $\det(I-γK_{\textnormal{csin}})$ for all…
We study the Fredholm minors associated with a Fredholm equation of the second type. We present a couple of new linear recursion relations involving the $n$th and $n-1$th minors, whose solution is a representation of the $n$th minor as an $n\times n$ determinant of resolvents. The latter is given a simple interpretation in terms of a path integral over non-interacting fermions. We also provide an explicit formula for the functional derivative of a Fredholm minor of order $n$ with respect to the kernel. Our formula is a linear combination of the $n$th and the $n\pm 1$th minors.
