Linear systems, spectral curves and determinants

Abstract

Let $(-A,B,C)$ be a continuous time linear system with state space a separable complex Hilbert space $H$, where $-A$ generates a strongly continuous contraction semigroup $(e^{-tA})_{t\geq 0}$ on $H$, and $\phi (t)=Ce^{-tA}B$ is the impulse response function. Associated to such a system is a Hankel integral operator $\Gamma_\phi$ acting on $L^2((0, \infty ); C)$ and a Schr{\"o}dinger operator whose potential is found via a Fredholm determinant by the Faddeev-Dyson formula. Fredholm determinants of products of Hankel operators also play an important role in the Tracy and Widom's theory of matrix models and asymptotic eigenvalue distributions of random matrices. This paper provide formulas for the Fredholm determinants which arise thus, and determines consequent properties of the associated differential operators. We prove a spectral theorem for self-adjoint linear systems that have scalar input and output: the entries of Kodaira's characteristic matrix are given explicitly with formulas involving the infinitesimal Darboux addition for $(-A,B,C)$. Under suitable conditions on $(-A,B,C)$ we give an explicit version of Burchnall-Chaundy's theorem, showing that the algebra generated by an associated family of differential operators is isomorphic to an algebra of functions on a particular hyperelliptic curve.