Abstract:
A GBDT version of the Bäcklund–Darboux transformation is constructed for a non-isospectral canonical
system, which plays essential role in the theory of random matrix models. The corresponding Riemann–Hilbert problem is treated and some explicit formulas are obtained. A related inverse problem is formulated and solved.
Keywords:Bäcklund–Darboux transformation; canonical system; random matrix theory.