Related papers: Random matrices with external source and KP $\tau$…
We introduce a useful and rather simple class of BKP tau functions which which we shall call "easy tau functions". We consider two versions of BKP hierarchy, one we will call "small BKP hierarchy" (sBKP) related to $O(\infty)$ introduced in…
In the probabilistic construction of K\"ahler-Einstein metrics on a complex projective algebraic manifold X - involving random point processes on X - a key role is played by the partition function. In this work a new quantitative bound on…
A $q$-analogue of the tau function of the modified KP hierarchy is defined by a change of independent variables. This tau function satisfies a system of bilinear $q$-difference equations. These bilinear equations are translated to the…
In this article, we investigate the spectral behavior of random features kernel matrices of the type ${\bf K} = \mathbb{E}_{{\bf w}} \left[\sigma\left({\bf w}^{\sf T}{\bf x}_i\right)\sigma\left({\bf w}^{\sf T}{\bf…
The basis elements spanning the Sato Grassmannian element corresponding to the KP $\tau$-function that serves as generating function for rationally weighted Hurwitz numbers are shown to be Meijer $G$-functions. Using their Mellin-Barnes…
A random matrix is likely to be well conditioned, and motivated by this well known property we employ random matrix multipliers to advance some fundamental matrix computations. This includes numerical stabilization of Gaussian elimination…
The differential systems satisfied by orthogonal polynomials with arbitrary semiclassical measures supported on contours in the complex plane are derived, as well as the compatible systems of deformation equations obtained from varying such…
The CKP hierarchy is one important sub-hierarchy of the KP hierarchy, which is quite special due to its tau function. Here we construct the tau functions for the constrained CKP hierarchy…
We use a q-series identity by Ramanujan to give a combinatorial interpretation of Ramanujan's tau function which involves t-cores and a new class of partitions which we call (m,k)-capsids. The same method can be applied in conjunction with…
In the paper we give consecutive description of functional methods of quantum field theory for systems of interacting q-particles. These particles obey exotic statistics and appear in many problems of condensed matter physics, magnetism and…
In this paper, a probabilistic representation of the tau functions of KP (Kadomtsev-Petviashvili) solitons in terms of stochastic areas will be presented.
The "loop equations" of random matrix theory are a hierarchy of equations born of attempts to obtain explicit formulae for generating functions of map enumeration problems. These equations, originating in the physics of 2-dimensional…
For a particular set of Boltzmann weights and a particular boundary condition for the six vertex model in statistical mechanics, we compute explicitly the partition function and show it to be equal to a factorial Schur function, giving a…
We prove a number of results concerning the large $N$ asymptotics of the free energy of a random matrix model with a polynomial potential $V(z)$. Our approach is based on a deformation $\tau_tV(z)$ of $V(z)$ to $z^2$, $0\le t<\infty$ and on…
Let S be a denumerable state space and let P be a transition probability matrix on S. If a denumerable set M of nonnegative matrices is such that the sum of the matrices is equal to P, then we call M a partition of P. Let K denote the set…
We consider an operator of Bernstein for symmetric functions, and give an explicit formula for its action on an arbitrary Schur function. This formula is given in a remarkably simple form when written in terms of some notation based on the…
These notes provide an introduction to the theory of random matrices. The central quantity studied is $\tau(a)= det(1-K)$ where $K$ is the integral operator with kernel $1/\pi} {\sin\pi(x-y)\over x-y} \chi_I(y)$. Here…
We derive the discrete linear systems associated to multi--matrix models, the corresponding discrete hierarchies and the appropriate coupling conditions. We also obtain the $W_{1+\infty}$ constraints on the partition function. We then apply…
We exhibit the Kontsevich matrix model with arbitrary potential as a BKP tau-function with respect to polynomial deformations of the potential. The result can be equivalently formulated in terms of Cartan-Pl\"ucker relations of certain…
The $\tau$-function theory of Painlev\'e systems is used to derive recurrences in the rank $n$ of certain random matrix averages over U(n). These recurrences involve auxilary quantities which satisfy discrete Painlev\'e equations. The…