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Abstract:We derive an identity for the determinant of the sum of two $n\times n$ matrices, $U$ and $M$, whose entries are defined via contour integrals. Specifically, we consider $U(i,j)=\frac{1}{2\pi\mathrm{i}}\oint_{\mathrm{C}} \frac{\prod_{\ell=1}^{i-1} (z-\beta_\ell)}{\prod_{\ell=1}^{j} (z-\beta_\ell)} p_i(z)f_j(z)\mathrm{d} z$ and $M(i,j)= \frac{1}{2\pi \mathrm{i}}\int_{\Gamma} q_i(z)g_j(z) \mathrm{d} z$. Under suitable assumptions on the functions $p,q,f,g$, we show that $\det(U+M)$ can be expressed as a Fredholm determinant $\det(\mathrm{I} +K)$, where $K$ is an integral kernel acting on the contour $\Gamma$. The kernel $K$ depends on a function $H$ that solves a system of integral equations. When $f_i$ and $g_i$ are specialized to certain rational functions depending on two sets of parameters $(\alpha_\ell)_{\ell\in \mathbb{Z}}$ and $(\beta_\ell)_{\ell\in \mathbb{Z}}$, $H$ becomes the characteristic function associated with inhomogeneous directed last passage percolation (DLPP) and inhomogeneous totally asymmetric simple exclusion process (TASEP) models. Furthermore, we obtain an explicit random walk hitting expectation representation of this characteristic function.
Our work generalizes a recent identity by Baik, Liao, and Liu (2026), which plays an important role in finding the multipoint distribution formula of the periodic KPZ fixed point. Finally, we demonstrate three applications of our general formulas in integrable probability: a new Fredholm determinant formula for the distribution of the path-to-point last passage time in the inhomogeneous DLPP, an indirect proof of a new path-to-line joint distribution formula in the homogeneous DLPP, and a novel proof of the TASEP path-integral formula previously obtained by Matetski, Quastel, and Remenik (2021).

Submission history

From: Tejaswi Tripathi [view email]
[v1] Mon, 27 Apr 2026 17:49:29 UTC (8 KB)
[v2] Tue, 4 Aug 2026 17:12:58 UTC (32 KB)