Special functions, integral equations and Riemann-Hilbert problem

Abstract: We consider a pair of special functions, $u_\beta$ and $v_\beta$, defined respectively as the solutions to the integral equations \begin{equation*} u(x)=1+\int^\infty_0 \frac {K(t) u(t) dt}{t+x} \mbox{and}v(x)=1-\int^\infty_0 \frac{ K(t) v(t) dt}{t+x},~~x\in [0, \infty), \end{equation*} where $K(t)= \frac {1} \pi \exp \left (- t^\beta \sin\frac {\pi\beta} 2\right )\sin \left ( t^\beta\cos\frac{\pi\beta} 2 \right )$ for $\beta\in (0, 1)$. In this note, we establish the existence and uniqueness of $u_\beta$ and $v_\beta$ which are bounded and continuous in $[0, +\infty)$. Also, we show that a solution to a model Riemann-Hilbert problem in Kriecherbauer and McLaughlin [Int. Math. Res. Not., 1999] can be constructed explicitly in terms of these functions. A preliminary asymptotic study is carried out on the Stokes phenomena of these functions by making use of their connection formulas. Several open questions are also proposed for a thorough investigation of the analytic and asymptotic properties of the functions $u_\beta$ and $v_\beta$, and a related new special function $G_\beta$.