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Nonlinear PDEs for Fredholm determinants arising from string equations

Published 26 Jul 2012 in math-ph, math.MP, and nlin.SI | (1207.6341v3)

Abstract: 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 Painlev\'e-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).

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