Tau functions and the limit of block Toeplitz determinants

A classical way to introduce tau functions for integrable hierarchies of solitonic equations is by means of the Sato-Segal-Wilson infinite-dimensional Grassmannian. Every point in the Grassmannian is naturally related to a Riemann-Hilbert problem on the unit circle, for which Bertola proposed a tau function that generalizes the Jimbo-Miwa-Ueno tau function for isomonodromic deformation problems. In this paper, we prove that the Sato-Segal-Wilson tau function and the (generalized) Jimbo-Miwa-Ueno isomonodromy tau function coincide under a very general setting, by identifying each of them to the large-size limit of a block Toeplitz determinant. As an application, we give a new definition of tau function for Drinfeld-Sokolov hierarchies (and their generalizations) by means of infinite-dimensional Grassmannians, and clarify their relation with other tau functions given in the literature.Comment: 22 page

From the Pearcey to the Airy process

Putting dynamics into random matrix models leads to finitely many nonintersecting Brownian motions on the real line for the eigenvalues, as was discovered by Dyson. Applying scaling limits to the random matrix models, combined with Dyson's dynamics, then leads to interesting, infinite-dimensional diffusions for the eigenvalues. This paper studies the relationship between two of the models, namely the Airy and Pearcey processes and more precisely shows how to approximate the multi-time statistics for the Pearcey process by the one of the Airy process with the help of a PDE governing the gap probabilities for the Pearcey process.Comment: 21 pages, 2 figure

Non-commutative Painleve' equations and Hermite-type matrix orthogonal polynomials

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.Comment: Final version, accepted for publication on CMP: Communications in Mathematical Physics. 24 pages, 1 figur

Integrable equations associated with the finite-temperature deformation of the discrete Bessel point process

We study the finite-temperature deformation of the discrete Bessel point process. We show that its largest particle distribution satisfies a reduction of the 2D Toda equation, as well as a discrete version of the integro-differential Painlev\'e II equation of Amir-Corwin-Quastel, and we compute initial conditions for the Poissonization parameter equal to 0. As proved by Betea and Bouttier, in a suitable continuum limit the last particle distribution converges to that of the finite-temperature Airy point process. We show that the reduction of the 2D Toda equation reduces to the Korteweg-de Vries equation, as well as the discrete integro-differential Painlev\'e II equation reduces to its continuous version. Our approach is based on the discrete analogue of Its-Izergin-Korepin-Slavnov theory of integrable operators developed by Borodin and Deift.Comment: 28 page

Momenta spacing distributions in anharmonic oscillators and the higher order finite temperature Airy kernel

We rigorously compute the integrable system for the limiting $(N\rightarrow\infty)$ distribution function of the extreme momentum of $N$ noninteracting fermions when confined to an anharmonic trap $V(q)=q^{2n}$ for $n\in\mathbb{Z}_{\geq 1}$ at positive temperature. More precisely, the edge momentum statistics in the harmonic trap $n=1$ are known to obey the weak asymmetric KPZ crossover law which is realized via the finite temperature Airy kernel determinant or equivalently via a Painlev\'e-II integro-differential transcendent, cf. \cite{LW,ACQ}. For general $n\geq 2$, a novel higher order finite temperature Airy kernel has recently emerged in physics literature \cite{DMS} and we show that the corresponding edge law in momentum space is now governed by a distinguished Painlev\'e-II integro-differential hierarchy. Our analysis is based on operator-valued Riemann-Hilbert techniques which produce a Lax pair for an operator-valued Painlev\'e-II ODE system that naturally encodes the aforementioned hierarchy. As byproduct, we establish a connection of the integro-differential Painlev\'e-II hierarchy to a novel integro-differential mKdV hierarchy.Comment: 40 pages, 3 figures. Version 2 updates literatur

Matrix biorthogonal polynomials on the unit circle and non-Abelian Ablowitz-Ladik hierarchy

Adler and van Moerbeke \cite{AVM} described a reduction of 2D-Toda hierarchy called Toeplitz lattice. This hierarchy turns out to be equivalent to the one originally described by Ablowitz and Ladik \cite{AL} using semidiscrete zero-curvature equations. In this paper we obtain the original semidiscrete zero-curvature equations starting directly from the Toeplitz lattice and we generalize these computations to the matrix case. This generalization lead us to the semidiscrete zero-curvature equations for the non-abelian (or multicomponent) version of Ablowitz-Ladik equations \cite{GI}. In this way we extend the link between biorthogonal polynomials on the unit circle and Ablowitz-Ladik hierarchy to the matrix case.Comment: 23 pages, accepted on publication on J. Phys. A., electronic link: http://stacks.iop.org/1751-8121/42/36521