Related papers: Combinatorics of dispersionless integrable systems…
Recently the study of Fay-type identities revealed some new features of the DKP hierarchy (also known as "the coupled KP hierarchy" and "the Pfaff lattice"). Those results are now extended to a Toda version of the DKP hierarchy (tentatively…
Using the free fermions technique and bosonization rules we introduce the multicomponent DKP hierarchy as a generating bilinear integral equation for the tau-function. A number of bilinear equations of the Hirota-Miwa type are obtained as…
In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…
One fruitful motivating principle of much research on the family of integrable systems known as ``Toda lattices'' has been the heuristic assumption that the periodic Toda lattice in an affine Lie algebra is directly analogous to the…
The eigenvalue probability density functions of the classical random matrix ensembles have a well known analogy with the one component log-gas at the special couplings \beta = 1,2 and 4. It has been known for some time that there is an…
Consider the ensemble of real symmetric Toeplitz matrices whose entries are i.i.d random variables chosen from a fixed probability distribution p of mean 0, variance 1 and finite higher moments. Previous work [BDJ,HM] showed that the…
Two methods of constructing 2D Toda $\tau$-functions that are generating functions for certain geometrical invariants of a combinatorial nature are related. The first involves generation of paths in the Cayley graph of the symmetric group…
Given a $C^1$ homeomorphism of the unit circle $\gamma$, let $f$ and $g$ be respectively the normalized conformal maps from the unit disc and its exterior so that $\gamma= g^{-1}\circ f$ on the unit circle. In this article, we show that by…
In the present context, superintegrability is a property of certain probability density functions coming from matrix models, which relates to the average over a distinguished basis of symmetric functions, typically the Jack or Macdonald…
We study ensembles of sparse random block matrices generated from the adjacency matrix of a Erd\"os-Renyi random graph with $N$ vertices of average degree $Z$, inserting a real symmetric $d \times d$ random block at each non-vanishing…
These lectures present a survey of recent developments in the area of random matrices (finite and infinite) and random permutations. These probabilistic problems suggest matrix integrals (or Fredholm determinants), which arise very…
We have computed ensembles of complete spectra of the staggered Dirac operator using four-dimensional SU(2) gauge fields, both in the quenched approximation and with dynamical fermions. To identify universal features in the Dirac spectrum,…
We introduce a new method for studying universality of random matrices. Let T_n be the Jacobi matrix associated to the Dyson beta ensemble with uniformly convex polynomial potential. We show that after scaling, T_n converges to the…
The aim of this paper is to give a group theoretical interpretation of the three types of Bessel-Jackson functions. We consider a family of quantum Lorentz groups and a family of quantum Lobachevsky spaces. For three members of quantum…
"Arithmetic random waves" are the Gaussian Laplace eigenfunctions on the two-dimensional torus (Rudnick and Wigman (2008), Krishnapur, Kurlberg and Wigman (2013)). In this paper we find that their nodal length converges to a non-universal…
We consider equal-mass periodic Toda oscillators with balanced loss-gain for two and three particles. The two-particle system is integrable with the Hamiltonian and the genralized total momentum being two integrals of motion. The model in…
We present a family of matrix models such that their partition functions are tau functions of the universal character (UC) hierarchy. This develops one of the topics of our previous paper arXiv:2410.14823. We found new matrix models…
We consider Schur function expansion for the partition function of the model of normal matrices. We show that this expansion coincides with Takasaki expansion \cite{Tinit} for tau functions of Toda lattice hierarchy. We show that the…
In this paper we derive a hierarchy of differential equations which uniquely determine the coefficients in the asymptotic expansion, for large $N$, of the logarithm of the partition function of $N \times N$ Hermitian random matrices. These…
We show that the operatorial framework developed by Voiculescu for free random variables can be extended to arrays of random variables whose multiplication imitates matricial multiplication. The associated notion of independence, called…