1301.2116 (Mattia Cafasso et al.)

Non-commutative Painleve' equations and Hermite-type matrix orthogonal
polynomials    [PDF]

Mattia Cafasso, Manuel D. de la Iglesia

We study double integral representations of Christoffel-Darboux kernels associated with two examples of Hermite-type matrix orthogonal polynomials. We show that the Fredholm determinants connected with these kernels are related through the Its-Izergin-Korepin-Slavnov (IIKS) theory with a certain Riemann-Hilbert problem. Using this Riemann-Hilbert problem we obtain a Lax pair whose compatibility conditions lead to a non-commutative version of the Painleve' IV differential equation for each family.

View original: http://arxiv.org/abs/1301.2116