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Linear systems and determinantal random point fields.

Research output: Contribution to journalJournal article

Published

Journal publication date07/2009
JournalJournal of Mathematical Analysis and Applications
Journal number1
Volume355
Number of pages24
Pages311-334
Original languageEnglish

Abstract

Tracy and Widom showed that fundamentally important kernels in random matrix theory arise from systems of differential equations with rational coefficient. More generally, this paper considers symmetric Hamiltonian systems and determines the properties of kernels that arise from them. The inverse spectral problem for self-adjoint Hankel operators gives sufficient condition for a self-adjoint operator to be the Hankel operator on L^2(0, \infinity ) from a linear system in continuous time; so this paper expresses certain kernels as squares of Hankel operators. For suitable systems (-A,B,C) with one dimensional input and output spaces, there exists a Hankel operator \Gamma with kernel \phi such that \det (I+(z-1)\Gamma\Gamma^\dagger) is the generating function of a dterminnatal random point field on (0, \infty ). The invrse scattering transform for the Zhakarov--Shabat system involves an Gelfand--Levitan integral equation such that the daigonal of te solution gives the derivative of th log generating function. Some dtererminatal print fields in random matrix theory satisfy similar results.

Bibliographic note

The final, definitive version of this article has been published in the Journal, Journal of Mathematical Analysis and Applications 355 (1), 2009, © ELSEVIER.