Related papers: Random matrices with external source and KP $\tau$…
To every partition $n=n_1+n_2+\cdots+n_s$ one can associate a vertex operator realization of the Lie algebras $a_{\infty}$ and $\hat{gl}_n$. Using this construction we obtain reductions of the $s$--component KP hierarchy, reductions which…
A new effective method for factorization of a class of nonrational $n\times n$ matrix-functions with \emph{stable partial indices} is proposed. The method is a generalization of the one recently proposed by the authors which was valid for…
In this paper, we construct the quantum Torus symmetry of the KP hierarchy and further derive the quantum torus constraint on the tau function of the KP hierarchy. That means we give a nice representation of the quantum Torus Lie algebra in…
We introduce a new class of large structured random matrices characterized by four fundamental properties which we discuss. We prove that this class is stable under matrix-valued and pointwise non-linear operations. We then formulate an…
We derive exact matrix integral representations for different sums over partitions. The characteristic feature of all obtained matrix models is the presence of logarithmic (or, vice versa, exponential) terms in the potential. Our derivation…
Noting a curious link between Andrews' even-odd crank and the Stanley rank, we adopt a combinatorial approach building on the map of conjugation and continue the study of integer partitions with parts separated by parity. Our motivation is…
Matrix hierarchies are: multi-component KP, general Zakharov-Shabat (ZS) and its special cases, e.g., AKNS. The ZS comprises all integrable systems having a form of zero-curvature equations with rational dependence of matrices on a spectral…
The logarithm of the diagonal matrix element of a high power of a random matrix converges to the Cole-Hopf solution of the Kardar-Parisi-Zhang equation in the sense of one-point distributions.
We show that the average characteristic polynomial P_n(z) = E [\det(zI-M)] of the random Hermitian matrix ensemble Z_n^{-1} \exp(-Tr(V(M)-AM))dM is characterized by multiple orthogonality conditions that depend on the eigenvalues of the…
We apply harmonic analysis to study the $T\bar{T}$-deformed torus partition function. We first express the CFT partition functions in terms of Maass waveforms, including the Eisenstein series and cusp forms. These basis functions turn out…
In this article, we first propose generalized row/column matrix Kendall's tau for matrix-variate observations that are ubiquitous in areas such as finance and medical imaging. For a random matrix following a matrix-variate elliptically…
The partition function of the random energy model at inverse temperature $\beta$ is a sum of random exponentials $Z_N(\beta)=\sum_{k=1}^N \exp(\beta \sqrt{n} X_k)$, where $X_1,X_2,...$ are independent real standard normal random variables…
We study the structure of the normal matrix model (NMM). We show that all correlation functions of the model with axially symmetric potentials can be expressed in terms of holomorphic functions of one variable. This observation is used to…
Matrix integrals used in random matrix theory for the study of eigenvalues of Hermitian ensembles have been shown to provide $\tau$-functions for several hierarchies of integrable equations. In this article, we extend this relation by…
In this paper, we give an elementary proof of the additivity of the functional inverses of the resolvents of large $N$ random matrices, using recently developed matrix model techniques. This proof also gives a very natural generalization of…
We consider the trigonometric Felderhof model, of free fermions in an external field, on a finite lattice with domain wall boundary conditions. The vertex weights are functions of rapidities and external fields. We obtain a determinant…
We provide an operator space version of Maurey's factorization theorem. The main tool is an embedding result of independent interest. Applications for operator spaces and noncommutative Lp spaces are included.
We consider multiple sums and multi-integrals as tau functions of the BKP hierarchy using neutral fermions as the simplest tool for deriving these. The sums are over projective Schur functions $Q_\alpha$ for strict partitions $\alpha$. We…
We show how to use the method of orthogonal polynomials for integrating, in the planar approximation, the partition function of one-matrix models with a potential with even or odd vertices, or any combination of them.
It is well-known that the partition function of the unitary ensembles of random matrices is given by a tau-function of the Toda lattice hierarchy and those of the orthogonal and symplectic ensembles are tau-functions of the Pfaff lattice…