Article ID Journal Published Year Pages File Type
8256634 Physica D: Nonlinear Phenomena 2012 20 Pages PDF
Abstract
► Families of kernels expressed as double integrals of ratios of exponentials. ► Relation to polynomial and rational reductions of the KP hierachy. ► We deduce non-linear differential equations for their Fredholm determinants. ► Applications are given to infinite-dimensional diffusions and random matrices.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Preview
Non-linear PDEs for gap probabilities in random matrices and KP theory
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