Related papers: Combinatorics of dispersionless integrable systems…
An attempt is made to describe random matrix ensembles with unitary invariance of measure (UE) in a unified way, using a combination of Tracy-Widom (TW) and Adler-Shiota-Van Moerbeke (ASvM) approaches to derivation of partial differential…
In this paper, we derive the Fay-like identities of tau function for the Toda lattice hierarchy from the bilinear identity. We prove that the Fay-like identities are equivalent to the hierarchy. We also show that the dispersionless limit of…
We consider the dispersionless limit of the recently introduced multi-component Pfaff-Toda hierarchy. Its dispersionless version is a set of nonlinear differential equations for the dispersionless limit of logarithm of the tau-function (the…
Under certain reality conditions, a general solution to the dispersionless Toda lattice hierarchy describes deformations of simply-connected plane domains with a smooth boundary. The solution depends on an arbitrary (real positive) function…
The Pfaff lattice is an integrable system arising from the SR-group factorization in an analogous way to how the Toda lattice arises from the QR-group factorization. In our recent paper [{\it Intern. Math. Res. Notices}, (2007) rnm120], we…
We study random-matrix ensembles with a non-Gaussian probability distribution $P(H) \sim \exp (-N {\rm tr }\, V(H))$ where $N$ is the dimension of the matrix $H$ and $V(H)$ is independent of $N$. Using Efetov's supersymmetry formalism, we…
We study the Pfaff lattice, introduced by us in the context of a Lie algebra splitting of gl(infinity) into sp(infinity) and lower-triangular matrices. We establish a set of bilinear identities, which we show to be equivalent to the Pfaff…
Using techniques from integrable systems, we obtain a number of exact results for random partitions. In particular, we prove a simple formula for correlation functions of what we call the Schur measure on partitions (which is a far reaching…
We consider a single particle spectrum as given by the eigenvalues of the Wigner-Dyson ensembles of random matrices, and fill consecutive single particle levels with n fermions. Assuming that the fermions are non-interacting, we show that…
Matrix integrals used in random matrix theory for the study of eigenvalues of matrix ensembles have been shown to provide $ \tau $-functions for several hierarchies of integrable equations. In this paper, we construct the matrix integral…
Consider a semi-infinite skew-symmetric moment matrix, $m_{\iy}$ evolving according to the vector fields $\pl m / \pl t_k=\Lb^k m+m \Lb^{\top k} ,$ where $\Lb$ is the shift matrix. Then the skew-Borel decomposition $ m_{\iy}:= Q^{-1} J…
We generalize the Toda lattice hierarchy by considering N+M dependent variables. We construct roots and logarithms of the Lax operator which are uniquely defined operators with coefficients that are $\epsilon$-series of differential…
The algebraic and Hamiltonian structures of the multicomponent dispersionless Benney and Toda hierarchies are studied. This is achieved by using a modified set of variables for which there is a symmetry between the basic fields. This…
We consider the 2-dimensional Toda lattice tau functions $\tau_n(t,s;\eta,\theta)$ deforming the probabilities $\tau_n(\eta,\theta)$ that a randomly chosen matrix from the unitary group U(n), for the Haar measure, has no eigenvalues within…
In a recent breakthrough Kanzieper showed that it is possible to obtain exact nonperturbative Random Matrix results from the replica limit of the corresponding Painlev\'e equation. In this article we analyze the replica limit of the Toda…
We give a detailed account of the N -component Toda lattice hierarchy. This hierarchy is an extended version of the one introduced by Ueno and Takasaki. Our version contains N discrete variables rather than one. We start from the Lax…
The partition function for a canonical ensemble of 2D Coulomb charges in a background potential (the Dyson gas) is realized as a vacuum expectation value of a group-like element constructed in terms of free fermionic operators. This…
We provide an integral formula for the free energy of the two-matrix model with polynomial potentials of arbitrary degree (or formal power series). This is known to coincide with the tau-function of the dispersionless two--dimensional Toda…
We derive an explicit formula for the connected $(n,m)$-point functions associated to an arbitrary diagonal tau-function $\tau_f(\boldsymbol{t}^+,\boldsymbol{t}^-)$ of the 2d Toda lattice hierarchy using fermionic computations and the…
We define a dispersionless tau-symmetric bihamiltonian integrable hierarchy on the space of pairs of functions analytic inside/outside the unit circle with simple poles at $0$/$\infty$ respectively, which extends the dispersionless 2D Toda…