Related papers: Combinatorics of dispersionless integrable systems…
We establish an invariance principle corresponding to the universality of random matrices. More precisely, we prove the dynamical universality of random matrices in the sense that, if the random point fields $ \muN $ of $ \nN $-particle…
Matrix orthogonal Laurent polynomials in the unit circle and the theory of Toda-like integrable systems are connected using the Gauss--Borel factorization of two, left and a right, Cantero-Morales-Velazquez block moment matrices, which are…
We propose group theory interpretation of the integral representation of the quantum open Toda chain wave function due to Givental. In particular we construct the representation of $U((\mathfrak{gl}(N))$ in terms of first order differential…
Leading (large) logarithms in non-renormalizable theories have been investigated in the recent past. Besides some general considerations, explicit results for the expansion coefficients (in terms of leading logarithms) of partial wave…
The k-body Gaussian Embedded Ensemble of Random Matrices is considered for N bosons distributed on two single-particle levels. When k = N, the ensemble is equivalent to the Gaussian Orthogonal Ensemble (GOE), and when k = 2 it corresponds…
The paper contains the generalization of usual lattice model of multicomponent systems. The generalization is related to account the following factors: 1. The short-range parts of interatomic repulsions. These repulsions are not identical…
We extend a recent result of [13] for the KdV hierarchy to the Toda lattice hierarchy. Namely, for an arbitrary solution to the Toda lattice hierarchy, we define a pair of wave functions, and use them to give explicit formulae for the…
A new representation of the 2N fold integrals appearing in various two-matrix models that admit reductions to integrals over their eigenvalues is given in terms of vacuum state expectation values of operator products formed from…
Eugene Wigner's revolutionary vision predicted that the energy levels of large complex quantum systems exhibit a universal behavior: the statistics of energy gaps depend only on the basic symmetry type of the model. Simplified models of…
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 revisit the problem of finding the probability distribution of a fermionic number of one-dimensional spinless free fermions on a segment of a given length. The generating function for this probability distribution can be expressed as a…
We show that the planar normalized orthogonal polynomials $P_{m,n}(z)$ of degree $n$ with respect to an exponentially varying planar measure $\mathrm{e}^{-2mQ}\mathrm{dA}$ enjoy an asymptotic expansion \[ P_{m,n}(z)\sim…
We consider powers of the absolute value of the characteristic polynomial of Haar distributed random orthogonal or symplectic matrices, as well as powers of the exponential of its argument, as a random measure on the unit circle minus small…
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…
We consider the adjacency matrix of the ensemble of Erd\H{o}s-R\'enyi random graphs which consists of graphs on $N$ vertices in which each edge occurs independently with probability $p$. We prove that in the regime $pN \gg 1$ these matrices…
This paper is a brief review of recent results on the concept of ``generalized $\tau$-function'', defined as a generating function of all the matrix elements in a given highest-weight representation of a universal enveloping algebra ${\cal…
The notion of non-degenerate solutions for the dispersionless Toda hierarchy is generalized to the universal Whitham hierarchy of genus zero with $M+1$ marked points. These solutions are characterized by a Riemann-Hilbert problem…
Systems where time evolution follows a multiplicative process are ubiquitous in physics. We study a toy model for such systems where each time step is given by multiplication with an independent random $N\times N$ matrix with complex…
The integrable structure, recently revealed in some classical problems of the theory of functions in one complex variable, is discussed. Given a simply connected domain in the complex plane, bounded by a simple analytic curve, we consider…
We consider an ensemble of self-dual matrices with arbitrary complex entries. This ensemble is closely related to a previously defined ensemble of anti-symmetric matrices with arbitrary complex entries. We study the two-level correlation…