Related papers: Combinatorics of dispersionless integrable systems…
In this paper we consider the Toda lattice $(\mathbf{p}(t);\mathbf{q}(t))$ at thermal equilibrium, meaning that its variables $(p_j)$ and $(e^{q_j-q_{j+1}})$ are independent Gaussian and Gamma random variables, respectively. We show under…
The generating function of double Hurwitz numbers is known to become a tau function of the Toda hierarchy. The associated Lax and Orlov-Schulman operators turn out to satisfy a set of generalized string equations. These generalized string…
Generalizing the graded commutator in superalgebras, we propose a new bracket operation on the space of graded operators with an involution. We study properties of this operation and show that the Lax representation of the two-dimensional…
Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…
The statistics of gaps between quantum energy levels is a hallmark criterion in quantum chaos and quantum integrability studies. The relevant distributions corresponding to exactly integrable vs. fully chaotic systems are universal and…
We consider a class of matrix integrals over the unitary group $U(N)$ with an infinite set of couplings characterized by a series $f(q)=\sum_{n \ge 1} a_n q^n$, with $a_n \in \mathbb{Z}$. Such integrals arise in physics as the partition…
Originally a model for wave propagation on the line, the Toda lattice is a wonderful case study in mechanics and symplectic geometry. In Flaschka's variables, it becomes an evolution given by a Lax pair on the vector space of real,…
We extend the matrix-resolvent method of computing logarithmic derivatives of tau-functions to the nonlinear Schr\"odinger (NLS) hierarchy. Based on this method we give a detailed proof of a theorem of Carlet, Dubrovin and Zhang regarding…
Using the free fermions technique and non-abelian bosonization rules we introduce the multi-component Pfaff-Toda hierarchy. The tau-function is defined as vacuum expectation value of a Clifford group element of the algebra of…
Explicit expressions are proven for derivatives of the ratio of a determinant or Pfaffian determinant and a Vandermonde determinant. Such ratios appear for example in general group integrals of Harish-Chandra--Itzykson--Zuber type and in…
We prove that in random matrix theory there exists a universal relation between the one-point Green's function $G$ and the connected two- point Green's function $G_c$ given by \vfill $ N^2 G_c(z,w) = {\part^2 \over \part z \part w} \log…
The supersymmetric method is a powerful method for the evaluation of quenched averages in disordered systems. Among others, this method has been applied to the theory of S-matrix fluctuations, the theory of universal conductance…
We study the asymptotic limit for large matrix dimension N of the partition function of the unitary ensemble with weight exp(-z^2/2x^2 + t/x - x^2/2). We compute the leading order term of the partition function and of the coefficients of…
We study upgraded free independence phenomena for unitary elements $u_1$, $u_2$, \dots representing the large-$n$ limit of Haar random unitaries, showing that free independence extends to several larger algebras containing $u_j$ in the…
We first review the properties of the conventional $\tau$-functions of the KP and Toda-lattice hierarchies. A straightforward generalization is then discussed. It corresponds to passing from differential to finite-difference equations; it…
$Q$-systems and $T$-systems are systems of integrable difference equations that have recently attracted much attention, and have wide applications in representation theory and statistical mechanics. We show that certain $\tau$-functions,…
We briefly describe what tau-functions in integrable systems are. We then define a collection of tau-functions given as matrix elements for the action of $\widehat{GL_2}$ on two-component Fermionic Fock space. These tau-functions are…
It has recently been emphasized that all known exact evaluations of gap probabilities for classical unitary matrix ensembles are in fact $\tau$-functions for certain Painlev\'e systems. We show that all exact evaluations of gap…
We propose the existence of a new universality in classical chaotic systems when the number of degrees of freedom is large: the statistical property of the Lyapunov spectrum is described by Random Matrix Theory. We demonstrate it by…
Consider $(X_{i}(t))$ solving a system of $N$ stochastic differential equations interacting through a random matrix $\mathbf J = (J_{ij})$ with independent (not necessarily identically distributed) random coefficients. We show that the…