From Painlevé to Zakharov-Shabat and beyond: Fredholm determinants and integro-differential hierarchies

Abstract: As Fredholm determinants are more and more frequent in the context of stochastic integrability, we unveil the existence of a common framework in many integrable systems where they appear. This consists in a quasi-universal hierarchy of equations, partly unifying an integro-differential generalization of the Painlev\'e II hierarchy, the finite-time solutions of the Kardar-Parisi-Zhang equation, multi-critical fermions at finite temperature and a notable solution to the Zakharov-Shabat system associated to the largest real eigenvalue in the real Ginibre ensemble. As a byproduct, we obtain the explicit unique solution to the inverse scattering transform of the Zakharov-Shabat system in terms of a Fredholm determinant.