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We consider the singular linear statistic of the Laguerre unitary ensemble consisting of the sum of the reciprocal of the eigenvalues. It is observed that the exponential generating function for this statistic can be written as a Toeplitz…

Mathematical Physics · Physics 2021-05-14 Dan Dai , Peter J. Forrester , Shuai-Xia Xu

Integrable theory is formulated for correlation functions of characteristic polynomials associated with invariant non-Gaussian ensembles of Hermitean random matrices. By embedding the correlation functions of interest into a more general…

Mathematical Physics · Physics 2010-09-14 Vladimir Al. Osipov , Eugene Kanzieper

One of the main applications of free probability is to show that for appropriately chosen independent copies of $d$ random matrix models, any noncommutative polynomial in these $d$ variables has a spectral distribution that converges…

Operator Algebras · Mathematics 2023-10-25 Benoît Collins , Tobias Mai , Akihiro Miyagawa , Félix Parraud , Sheng Yin

In this paper we present a-posteriori KAM results for existence of $d$-dimensional isotropic invariant tori for $n$-DOF Hamiltonian systems with additional $n-d$ independent first integrals in involution. We carry out a covariant…

Dynamical Systems · Mathematics 2017-11-16 Alex Haro , Alejandro Luque

$\tau$-functions of certain Painlev\'e equations (PVI,PV,PIII) can be expressed as a Fredholm determinant. Further, the minor expansion of these determinants provide an interesting connection to Random partitions. This paper is a step…

Mathematical Physics · Physics 2020-01-08 Harini Desiraju

In the present paper, we are concerned with the tau function and its connection with the Kadomtsev-Petviashvili (KP) theory for the massive Thirring (MT) model. First, we bilinearize the massive Thirring model under both the vanishing and…

Exactly Solvable and Integrable Systems · Physics 2021-11-11 Junchao Chen , Bao-Feng Feng

We derive series representations for the tau functions of the $q$-Painlev\'e V, $\mathrm{III_1}$, $\mathrm{III_2}$, and $\mathrm{III_3}$ equations, as degenerations of the tau functions of the $q$-Painlev\'e VI equation in [Jimbo M., Nagoya…

Mathematical Physics · Physics 2019-09-24 Yuya Matsuhira , Hajime Nagoya

Pseudodifferential operators of several variables are formal Laurent series in the formal inverses of $\partial_1, ..., \partial_n$ with $\partial_i = d$ $1 \leq i \leq n$. As in the single variable case, Lax equations can be constructed…

Mathematical Physics · Physics 2007-05-23 Min Ho Lee

We review various aspects of integrable hierarchies appearing in N=2 supersymmetric gauge theories. In particular, we show that the blowup function in Donaldson-Witten theory, up to a redefinition of the fast times, is a tau function for a…

High Energy Physics - Theory · Physics 2007-05-23 Jose D. Edelstein , Marta Gomez-Reino

In this paper we study the extension of Painlev\'e/gauge theory correspondence to circular quivers by focusing on the special case of $SU(2)$ $\mathcal{N}=2^*$ theory. We show that the Nekrasov-Okounkov partition function of this gauge…

High Energy Physics - Theory · Physics 2020-04-22 Giulio Bonelli , Fabrizio Del Monte , Pavlo Gavrylenko , Alessandro Tanzini

A higher dimensional analogue of the dispersionless KP hierarchy is introduced. In addition to the two-dimensional ``phase space'' variables $(k,x)$ of the dispersionless KP hierarchy, this hierarchy has extra spatial dimensions…

High Energy Physics - Theory · Physics 2009-10-28 Kanehisa Takasaki

For an arbitrary solution to the KdV hierarchy, the generating series of logarithmic derivatives of the tau-function of the solution can be expressed by the basic matrix resolvent via algebraic manipulations. Based on this we develop in…

Mathematical Physics · Physics 2021-02-24 Boris Dubrovin , Di Yang , Don Zagier

We calculate the autocorrelation functions (or shifted moments) of the characteristic polynomials of matrices drawn uniformly with respect to Haar measure from the groups U(N), O(2N) and USp(2N). In each case the result can be expressed in…

Mathematical Physics · Physics 2016-09-07 J. B. Conrey , D. W. Farmer , J. P. Keating , M. O. Rubinstein , N. C. Snaith

We introduce new zeta functions related to an endomorphism $\phi$ of a discrete group $\Gamma$. They are of two types: counting numbers of fixed ($\rho\sim \rho\circ\phi^n$) irreducible representations for iterations of $\phi$ from an…

Group Theory · Mathematics 2018-04-11 Alexander Fel'shtyn , Evgenij Troitsky , Malwina Ziętek

In this paper, we establishes a connection between noncommutative Laurent biorthogonal polynomials (bi-OPs) and matrix discrete Painlev\'e (dP) equations. We first apply nonisospectral deformations to noncommutative Laurent bi-OPs to obtain…

Exactly Solvable and Integrable Systems · Physics 2026-05-29 Dan Dai , Xiaolu Yue

We introduce a useful and rather simple classes of BKP tau functions which which we shall shall call "easy tau functions". We consider the "large BKP hiearchy" related to $O(2\infty +1)$ which was introduced in \cite{KvdLbispec} (which is…

Exactly Solvable and Integrable Systems · Physics 2016-12-02 A. Orlov , T. Shiota , K. Takasaki

The discrete Painlev\'e I equation (dP$\rm_I$) is an integrable difference equation which has the classical first Painlev\'e equation (P$\rm_I$) as a continuum limit. dP$\rm_I$ is believed to be integrable because it is the discrete…

solv-int · Physics 2007-05-23 Clio Cresswell , Nalini Joshi

We begin by presenting a symmetric version of the circle equivariant T-duality result in a joint work of the second author with Siye Wu, thereby generalising the results there. We then initiate the study of twisted equivariant Courant…

High Energy Physics - Theory · Physics 2018-06-22 Andrew Linshaw , Varghese Mathai

W-transforms are introduced as uniformity-preserving univariate transformations on the unit interval induced by distribution functions and piecewise strictly monotone functions, and their properties are investigated. When applied…

Methodology · Statistics 2025-10-01 Marius Hofert , Zhiyuan Pang

We obtain some Liouville type theorems for positive harmonic functions on compact Riemannian manifolds with nonnegative Ricci curvature and strictly convex boundary and partially verifies Wang's conjecture (J. Geom. Anal. 31 (2021)). For…

Analysis of PDEs · Mathematics 2025-09-12 Xiaohan Cai