arXiv subjects
Publications and source records attributed to M. Adler.
We present a perturbation result for generators of $C_0$-semigroups which can be considered as an operator theoretic version of the Weiss-Staffans perturbation theorem for abstract linear systems. The result are illustrated by applications to the Desch-Schappacher, the Miyadera Voigt perturbation theorems, and to unbounded perturbations of the boundary conditions of a generator.
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 constraints leading to PDEs for their log derivatives, and these PDEs depend explicitly on the solutions of Painlevé-like systems of ODEs equivalent to the relevant string relations. We give some examples coming from critical phenomena in random matrix theory (higher order Tracy-Widom distributions) and statistical mechanics (Ising models).
Airy and Pearcey-like kernels and generalizations arising in random matrix theory are expressed as double integrals of ratios of exponentials, possibly multiplied with a rational function. In this work it is shown that such kernels are intimately related to wave functions for polynomial (Gel'fand-Dickey reductions) or rational reductions of the KP-hierarchy; their Fredholm determinant also satisfies linear PDEs (Virasoro constraints), yielding, in a systematic way, non-linear PDEs for the Fredholm determinant of such kernels. Examples include Fredholm determinants giving the gap probability of some infinite-dimensional diffusions, like the Airy process, with or without outliers, and the Pearcey process, with or without inliers.
In a recent publication, it was shown that a large class of integrals over the unitary group U(n) satisfy difference equations over $n$, involving a finite number of steps; special cases are generating functions appearing in questions of longest increasing subsequences in random permutations and words. The main result of the paper states that these difference equations have the \emph{discrete Painlevé property}; roughly speaking, this means that, after a finite number of steps, the solution to these difference equations may develop a pole (Laurent solution), depending on the maximal number of free parameters, and immediately after be finite again (``\emph{singularity confinement}''). The technique used in the proof is based on an intimate relationship between the difference equations (discrete time) and the Toeplitz lattice (continuous time differential equations); the point is that the ``Painlevé property'' for the discrete relations is inherited from the ``Painlevé property'' of the (continuous) Toeplitz lattice.
It is known that some matrix integrals over U(n) satisfy an sl(2,R)-algebra of Virasoro constraints. Acting with these Virasoro generators on 2-dimensional Schur function expansions leads to difference relations on the coefficients of this expansions. These difference relations, set equal to zero, are precisely the backward and forward equations for non-intersecting random walks. The transition probabilities for these random walks appear as the coefficients of an expansion of U(n)-matrix integrals (of the type above), by inserting in the integral the product of two Schur polynomials associated with two partitions; the latter are specified by the initial and final positions of the non-intersecting random walk. An essential ingredient in this work is the generalization of the Murnaghan-Nakayama rule to the action of Virasoro on Schur polynomials.
In testing the independence of two Gaussian populations, one computes the distribution of the sample canonical correlation coefficients, given that the actual correlation is zero. The "Laplace transform" of this distribution is not only an integral over the Grassmannian of p-dimensional planes in complex n-space, but is also related to a generalized hypergeometric function. Such integrals are solutions of Painlevé-like equations. They also have expansions, related to random words of length l formed with an alphabet of p letters. Given that each letter appears in the word, the maximal length of the disjoint union of p increasing subsequences of the word clearly equals l. But the maximal length of the disjoint union of p-1 increasing subsequences leads to a non-trivial distribution. It is precisely this probability which appears in the expansion above.
We study the Pfaff lattice, introduced by us in the context of a Lie algebra splitting of gl(infinity) into sp(infinity) and lower-triangular matrices. We establish a set of bilinear identities, which we show to be equivalent to the Pfaff Lattice. In the semi-infinite case, the tau-functions are Pfaffians; interesting examples are the matrix integrals over symmetric matrices (symmetric matrix integrals) and matrix integrals over self-dual quaternionic Hermitean matrices (symplectic matrix integrals). There is a striking parallel of the Pfaff lattice with the Toda lattice, and more so, there is a map from one to the other. In particular, we exhibit two maps, dual to each other, (i) from the the Hermitean matrix integrals to the symmetric matrix integrals, and (ii) from the Hermitean matrix integrals to the symplectic matrix integrals. The map is given by the skew-Borel decomposition of a skew-symmetric operator. We give explicit examples for the classical weights.
Consider the evolution $$ \frac{\pl m_\iy}{\pl t_n}=\Lb^n m_\iy, \frac{\pl m_\iy}{\pl s_n}=-m_\iy(\Lb^\top)^n, $$ on bi- or semi-infinite matrices $m_\iy=m_\iy(t,s)$, with skew-symmetric initial data $m_{\iy}(0,0)$. Then, $m_\iy(t,-t)$ is skew-symmetric, and so the determinants of the successive "upper-left corners" vanish or are squares of Pfaffians. In this paper, we investigate the rich nature of these Pfaffians, as functions of t. This problem is motivated by questions concerning the spectrum of symmetric and symplectic random matrix ensembles.
Skew orthogonal polynomials arise in the calculation of the $n$-point distribution function for the eigenvalues of ensembles of random matrices with orthogonal or symplectic symmetry. In particular, the distribution functions are completely determined by a certain sum involving the skew orthogonal polynomials. In the cases that the eigenvalue probability density function involves a classical weight function, explicit formulas for the skew orthogonal polynomials are given in terms of related orthogonal polynomials, and the structure is used to give a closed form expression for the sum. This theory treates all classical cases on an equal footing, giving formulas applicable at once to the Hermite, Laguerre and Jacobi cases.
Consider a semi-infinite skew-symmetric moment matrix, $m_{\iy}$ evolving according to the vector fields $\pl m / \pl t_k=\Lb^k m+m \Lb^{\top k} ,$ where $\Lb$ is the shift matrix. Then the skew-Borel decomposition $ m_{\iy}:= Q^{-1} J Q^{\top -1} $ leads to the so-called Pfaff Lattice, which is integrable, by virtue of the AKS theorem, for a splitting involving the affine symplectic algebra. The tau-functions for the system are shown to be pfaffians and the wave vectors skew-orthogonal polynomials; we give their explicit form in terms of moments. This system plays an important role in symmetric and symplectic matrix models and in the theory of random matrices (beta=1 or 4).
Consider a symmetric (finite) matrix ensemble, with a certain probability distribution. What is the probability that the spectrum belongs to a certain interval or union of intervals on the real line? In this paper, we show that, upon introducing an appropriate time parameter, this probability is intimately related to Pfaffians, which as a vector satisfy the so-called Pfaff lattice. The latter is a particular reduction of the 2d-Toda lattice. In particular, they satisfy a KP-like equation, but with a right hand side, depending on nearest neighbors. They also satisfy Virasoro constraints, which combined with the KP-like equation lead to inductive equations for the probabilities.
What is the connection of random matrices with integrable systems? Is this connection really useful? The answer to these questions leads to a new and unifying approach to the theory of random matrices. Introducing an appropriate time t-dependence in the probability distribution of the matrix ensemble, leads to vertex operator expressions for the n-point correlation functions (probabilities of n eigenvalues in infinitesimal intervals) and the corresponding Fredholm determinants (probabilities of no eigenvalue in a Borel subset E); the latter probability is a ratio of tau-functions for the KP-equation, whose numerator satisfy partial differential equations, which decouple into the sum of two parts: a Virasoro-like part depending on time only and a Vect(S^1)-part depending on the boundary points A_i of E. Upon setting t=0, and using the KP-hierarchy to eliminate t-derivatives, these PDE's lead to a hierarchy of non-linear PDE's, purely in terms of the A_i. These PDE's are nothing else but the KP hierarchy for which the t-partials, viewed as commuting operators, are replaced by non-commuting operators in the endpoints A_i of the E under consideration. When the boundary of E consists of one point and for the known kernels, one recovers the Painleve equations, found in prior work on the subject.
The purpose of this paper is to study Toda-Darboux transforms, i.e., Darboux transforms for operators L(t) flowing according to the Toda lattice. Each element of the null-space $L(t)-z$ specifies a factorization for all t and thus a Toda-Darboux transform on $L(t)$. The Toda-Darboux map induces a transformation on the tau-vectors, given by a certain vertex operator, and on eigenfunctions, given by a Wronskian. .
Let KdV stand for the Nth Gelfand-Dickey reduction of the KP hierarchy. The purpose of this paper is to show that any KdV solution leads effectively to a solution of the q-approximation of KdV. Two different q-KdV approximations were proposed, one by Frenkel and a variation by Khesin et al. We show there is a dictionary between the solutions of q-KP and the 1-Toda lattice equations, obeying some special requirement; this is based on an algebra isomorphism between difference operators and D-operators, where $Df(x)=f(qx)$. Therefore, every notion about the 1-Toda lattice can be transcribed into q-language.
In this paper we solve the following problems: (i) find two differential operators P and Q satisfying [P,Q]=P, where P flows according to the KP hierarchy \partial P/\partial t_n = [(P^{n/p})_+,P], with p := \ord P\ge 2; (ii) find a matrix integral representation for the associated $\t au$-function. First we construct an infinite dimensional space {\cal W}=\Span_\BC \{ψ_0(z),ψ_1(z),... \} of functions of z\in\BC invariant under the action of two operators, multiplication by z^p and A_c:= z \partial/\partial z - z + c. This requirement is satisfied, for arbitrary p, if ψ_0 is a certain function generalizing the classical Hänkel function (for p=2); our representation of the generalized Hänkel function as a double Laplace transform of a simple function, which was unknown even for the p=2 case, enables us to represent the τ-function associated with the KP time evolution of the space \cal W as a ``double matrix Laplace transform'' in two different ways. One representation involves an integration over the space of matrices whose spectrum belongs to a wedge-shaped contour γ:= γ^+ + γ^- \subset\BC defined by γ^\pm=\BR_+\E^{\pmπ\I/p}. The new integrals above relate to the matrix Laplace transforms, in contrast with the matrix Fourier transforms, which generalize the Kontsevich integrals and solve the operator equation [P,Q]=1.
We examine the Kac-Schwarz problem of specification of point in Grassmannian in the restricted case of gap-one first-order differential Kac-Schwarz operators. While the pair of constraints satisfying $[{\cal K}_1,W] = 1$ always leads to Kontsevich type models, in the case of $[{\cal K}_1,W] = W$ the corresponding KP $τ$-functions are represented as more sophisticated matrix integrals.