We prove that matrix Fredholm determinants related to multi–time processes can be expressed in terms of determinants of integrable kernels a ̀ la Its-Izergin-Korepin-Slavnov (IIKS) and hence related to suitable Riemann-Hilbert problems, thus extending the known results for the single-time case. We focus on the Airy and Pearcey processes. As an example of applications we re-deduce a third order PDE, found by Adler and van Moerbeke, for the two–time Airy process
33 pages, 5 figuresWe study Fredholm determinants of a class of integral operators, whose kernels ca...
We consider the gap probability for the Pearcey and Airy processes; we set up a Riemann–Hilbert appr...
We study a family of unbounded solutions to the Korteweg–de Vries equation which can be constructed ...
We prove that matrix Fredholm determinants related to multi-time processes can be expressed in terms...
We prove that matrix Fredholm determinants related to multi-time processes can be expressed in terms...
We prove that matrix Fredholm determinants related to multi-time processes can be expressed in terms...
We consider the gap probability for the Pearcey and Airy processes; we set up a Riemann–Hilbert appr...
We consider the gap probability for the Bessel process in the single-time and multi-time case. We pr...
The purpose of this article is to develop a theory behind the occurrence of “path-integral” kernels ...
Orthogonal polynomial random matrix models of NxN hermitian matrices lead to Fredholm deter...
In this thesis, we emphasise the role of a particular 'integrable' structure in the study of determi...
We consider the gap probability for the Pearcey and Airy processes; we set up a Riemann--Hilbert app...
Nous considérons la probabilité de "gap" pour le processus de Bessel dans le cas sans temp et le cas...
36 pagesString equations related to 2D gravity seem to provide, quite naturally and systematically, ...
We study Fredholm determinants of a class of integral operators, whose kernels can be expressed as d...
33 pages, 5 figuresWe study Fredholm determinants of a class of integral operators, whose kernels ca...
We consider the gap probability for the Pearcey and Airy processes; we set up a Riemann–Hilbert appr...
We study a family of unbounded solutions to the Korteweg–de Vries equation which can be constructed ...
We prove that matrix Fredholm determinants related to multi-time processes can be expressed in terms...
We prove that matrix Fredholm determinants related to multi-time processes can be expressed in terms...
We prove that matrix Fredholm determinants related to multi-time processes can be expressed in terms...
We consider the gap probability for the Pearcey and Airy processes; we set up a Riemann–Hilbert appr...
We consider the gap probability for the Bessel process in the single-time and multi-time case. We pr...
The purpose of this article is to develop a theory behind the occurrence of “path-integral” kernels ...
Orthogonal polynomial random matrix models of NxN hermitian matrices lead to Fredholm deter...
In this thesis, we emphasise the role of a particular 'integrable' structure in the study of determi...
We consider the gap probability for the Pearcey and Airy processes; we set up a Riemann--Hilbert app...
Nous considérons la probabilité de "gap" pour le processus de Bessel dans le cas sans temp et le cas...
36 pagesString equations related to 2D gravity seem to provide, quite naturally and systematically, ...
We study Fredholm determinants of a class of integral operators, whose kernels can be expressed as d...
33 pages, 5 figuresWe study Fredholm determinants of a class of integral operators, whose kernels ca...
We consider the gap probability for the Pearcey and Airy processes; we set up a Riemann–Hilbert appr...
We study a family of unbounded solutions to the Korteweg–de Vries equation which can be constructed ...