We are solving the classical Riemann-Hilbert problem of rank N > 1 on the extended complex plane punctured in 2m + 2 points, for N × N quasi-permutation monodromy matrices. Our approach is based on the finite gap integration method applied to study the Riemann-Hilbert by Kitaev and Korotkin [1], Deift, Its, Kapaev and Zhou [2] and Korotkin, [3]. This permits us to solve the Riemann-Hilbert prob...

Abstract. We find a local (d + 1)× (d + 1) Riemann-Hilbert problem characterizing the skew-orthogonal polynomials associated to the partition function of the Gaussian Orthogonal Ensemble of random matrices with a potential function of degree d. Our Riemann-Hilbert problem is similar to a local d × d RiemannHilbert problem found by Kuijlaars and McLaughlin characterizing the bi-orthogonal polyno...

We use discrete analogs of Riemann–Hilbert problem’s methods to derive the discrete Bessel kernel which describes the poissonized Plancherel measures for symmetric groups. To do this we define a discrete analog of 2 by 2 Riemann–Hilbert problems of special type. We also give an example, explicitly solvable in terms of classical special functions, when a discrete Riemann–Hilbert problem converge...

Riemann–Hilbert techniques are used in the theory of completely integrable differential equations to generate solutions that contain a free function which can be used at least in principle to solve initial or boundary value problems. The solution of a boundary value problem is thus reduced to the identification of the jump data of the Riemann–Hilbert problem from the boundary data. But even if ...

We are solving the classical Riemann-Hilbert problem of rank N > 1 on the extended complex plane punctured in 2m + 2 points, for N × N quasi-permutation monodromy matrices with 2m(N − 1) parameters. Our approach is based on the finite gap integration method applied to study the Riemann-Hilbert by Deift, Its, Kapaev and Zhou [1] and Kitaev and Korotkin [2, 3]. This permits us to solve the Rieman...

We characterize the biorthogonal polynomials that appear in the theory of coupled random matrices via a Riemann-Hilbert problem. Our Riemann-Hilbert problem is different from the ones that were proposed recently by Ercolani and McLaughlin, Kapaev, and Bertola et al. We believe that our formulation may be tractable to asymptotic analysis.