Riemann-Hilbert problems, infinite matrices and their applications

Riemann-Hilbert问题（RHP）有着悠久而令人印象深刻的历史，可以追溯到Riemann的论文（1851）和Hilbert在世纪初的相关结果。黎曼-希尔伯特问题，可以描述为在复平面上找到一个解析函数的问题，该函数具有给定的曲线上的预定跳跃，与一维奇异积分算子、卷积算子、Toeplitz算子和Wiener-Hopf算子密切相关。在这几种不同的形式下，这个问题吸引了许多著名的数学家。RHP的研究领域不断扩展，并在数学、数学物理甚至化学的许多应用领域中找到了新的应用。RHP在随机矩阵理论、正交多项式和可积系统中的应用是其重要的研究内容。可积偏微分方程的Riemann-Hilbert方法起源于Manakov，Shabat和Zakharov在1975-1979年的工作，从那时起，它被广泛地应用于孤子理论。量子精确可解模型的黎曼-希尔伯特方法最近在20世纪90年代由Its，Izergin，Korepin，Slavnov，Deift和Zhou的一系列作品中发展出来。正交多项式和矩阵模型的黎曼-希尔伯特方法是由Its、Fokas和Kitaev于1991年提出的，它解决了一些长期存在的与随机矩阵中的普适性相关的正交多项式的渐近性问题。随机矩阵模型和经典可积系统之间的关系出现在变形理论中，当表征测度或特征值局部化域的参数变化时。由此产生的微分方程决定的配分函数和相关函数是，值得注意的是，相同类型的某些方程出现在理论的可积系统。它们可以通过基于RHP的方法和相关的方法来有效地分析，以研究在大N limit.Many的非线性渐近性的上述应用程序出现通过某些类的运营商和无限矩阵，即Toeplitz和汉克尔矩阵，并要求研究其行列式的渐近性时，矩阵的大小走向无穷大。Toeplitz矩阵和行列式的研究是由Otto Toeplitz在1907年发起的，目的是寻找希尔伯特一般泛函分析理论的具体例子。数学、物理和工程中的很多问题都可以用这些矩阵来表达，特别是在函数论、概率论、统计学和统计力学等领域，包括考夫曼和昂萨格对伊辛模型的研究。

The Riemann-Hilbert problem (RHP) has a long and impressive history going back to Riemann's dissertation (1851) and Hilbert's related results at the beginning of the 20th century. The Riemann-Hilbert problem, which can be described as a problem of finding an analytic function in the complex plane with a prescribed jump across a given curve, is closely connected to one-dimensional singular integral operators, convolution operators, Toeplitz operators, and Wiener-Hopf operators. In these several different forms, the problem has attracted many famous mathematicians. The research area continues to expand rapidly and find new applications in many (applied) fields of mathematics, in (mathematical) physics and even in chemistry.A great deal of the current importance of the RHP is due to its use in random matrix theory, orthogonal polynomials and integrable systems. The Riemann-Hilbert method for integrable PDEs originated in the works of Manakov, Shabat, and Zakharov in 1975-1979, and since then it has been widely used in soliton theory. The Riemann-Hilbert approach to quantum exactly solvable models was most recently developed in the 1990s in the series of works by Its, Izergin, Korepin, Slavnov, Deift, and Zhou. The Riemann-Hilbert approach to orthogonal polynomials and matrix models was initiated in 1991 by Its, Fokas, and Kitaev, which has led to solving some of the long-standing problems in the asymptotics of orthogonal polynomials related to universalities in random matrices. The relations between random matrix models and classical integrable systems appear in deformation theory, when parameters characterizing the measures or the domain of localization of the eigenvalues are varied. The resulting differential equations determining the partition function and correlation functions are, remarkably, of the same type as certain equations appearing in the theory of integrable systems. They may be analyzed effectively through methods based on the RHP and by related approaches to the study of nonlinear asymptotics in the large N limit.Many of the aforementioned applications arise via certain classes of operators and infinite matrices, namely Toeplitz and Hankel matrices, and require the study of the asymptotics of their determinants when the size of the matrix goes to infinity. The study of Toeplitz matrices and determinants was initiated by Otto Toeplitz in 1907 to find concrete examples of Hilbert's general theory of functional analysis. A great variety of problems in mathematics, physics and engineering can be expressed in terms of these matrices; in particular in areas such as function theory, probability theory, statistics, and statistical mechanics, including Kaufman and Onsager's work on the Ising model.